+55.8%
SMR vs RL
+240.1%
-184.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -1.4% | +17.6% | +17.2% |
| 7D | -9.6% | -4.2% | -5.5% | -6.7% |
| 30D | -33.8% | +4.3% | -38.0% | -35.6% |
| 3M | -46.4% | -4.6% | -41.8% | -45.0% |
| 6M | -62.4% | +1.7% | -64.1% | -63.6% |
| YTD | -64.1% | +7.3% | -71.5% | -66.9% |
| 1Y | -84.3% | +20.8% | -105.1% | -87.0% |
| 3Y | +55.8% | +247.0% | -191.1% | -55.7% |
| All | +55.8% | +240.1% | -184.2% | -55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling