-70.2%
SMR vs RL
+9.4%
-79.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.7% |
| 7D | +4.7% | -2.2% | +6.9% | +5.8% |
| 30D | +3.2% | -15.3% | +18.6% | +12.8% |
| 3M | +9.9% | -10.3% | +20.2% | +15.5% |
| 6M | -15.1% | -2.2% | -12.9% | -16.7% |
| YTD | -27.9% | -4.3% | -23.7% | -28.9% |
| 1Y | -70.2% | +8.9% | -79.1% | -73.6% |
| All | -70.2% | +9.4% | -79.6% | -73.6% |
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