+7.5%
SMR vs RL
+179.4%
-171.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | 0.0% | -1.5% |
| 7D | +13.1% | -0.3% | +13.3% | +13.1% |
| 30D | +17.8% | -17.5% | +35.3% | +30.3% |
| 3M | +8.1% | -14.0% | +22.1% | +16.7% |
| 6M | -11.1% | -2.0% | -9.1% | -11.2% |
| YTD | -23.7% | -4.6% | -19.1% | -22.8% |
| 1Y | -69.4% | +9.5% | -78.9% | -71.5% |
| 3Y | +82.6% | +200.5% | -117.9% | +13.8% |
| All | +7.5% | +179.4% | -171.9% | -36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling