-53.7%
SMR vs RL
+222.5%
-276.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.2% | -2.7% |
| 7D | -8.3% | +2.6% | -10.9% | -9.4% |
| 30D | -20.1% | +2.9% | -23.0% | -21.0% |
| 3M | -52.7% | 0.0% | -52.7% | -52.8% |
| 6M | -61.0% | +17.1% | -78.1% | -64.6% |
| YTD | -67.1% | +10.1% | -77.2% | -69.2% |
| 1Y | -79.9% | +17.3% | -97.2% | -81.9% |
| 3Y | +101.7% | +249.3% | -147.6% | +16.3% |
| All | -53.7% | +222.5% | -276.2% | -74.8% |
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