+88.9%
SMR vs RL
+211.8%
-123.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.1% | +16.4% | +16.1% |
| 7D | +21.4% | +1.9% | +19.5% | +19.5% |
| 30D | +13.8% | -12.2% | +26.1% | +24.0% |
| 3M | +3.9% | -6.6% | +10.5% | +7.5% |
| 6M | -4.2% | +3.2% | -7.4% | -8.5% |
| YTD | -21.1% | -1.3% | -19.8% | -22.5% |
| 1Y | -67.1% | +13.6% | -80.7% | -71.4% |
| 3Y | +88.9% | +210.9% | -122.0% | -26.8% |
| All | +88.9% | +211.8% | -123.0% | -26.8% |
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 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