-73.1%
SMR vs RL
+13.6%
-86.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.6% |
| 7D | +4.4% | -0.8% | +5.2% | +4.8% |
| 30D | +3.4% | -7.8% | +11.2% | +7.3% |
| 3M | -19.2% | -4.0% | -15.2% | -18.3% |
| 6M | -22.6% | -1.9% | -20.8% | -24.3% |
| YTD | -31.5% | -0.2% | -31.4% | -33.9% |
| 1Y | -73.1% | +10.7% | -83.8% | -76.5% |
| All | -73.1% | +13.6% | -86.6% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling