-81.6%
SMR vs RL
+22.6%
-104.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.2% |
| 7D | -2.8% | +1.3% | -4.1% | -3.0% |
| 30D | -27.5% | +7.6% | -35.1% | -29.8% |
| 3M | -43.1% | -1.5% | -41.6% | -42.1% |
| 6M | -58.4% | +12.1% | -70.5% | -61.4% |
| YTD | -63.2% | +13.9% | -77.1% | -67.0% |
| 1Y | -81.6% | +20.7% | -102.3% | -83.8% |
| All | -81.6% | +22.6% | -104.3% | -83.8% |
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 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