+11.1%
SMR vs RL
+189.1%
-177.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.1% | +16.4% | +15.9% |
| 7D | +21.4% | +1.9% | +19.5% | +20.0% |
| 30D | +13.8% | -12.2% | +26.1% | +21.5% |
| 3M | +3.9% | -6.6% | +10.5% | +6.8% |
| 6M | -4.2% | +3.2% | -7.4% | -6.9% |
| YTD | -21.1% | -1.3% | -19.8% | -21.6% |
| 1Y | -67.1% | +13.6% | -80.7% | -69.9% |
| 3Y | +88.9% | +210.9% | -122.0% | +15.5% |
| All | +11.1% | +189.1% | -177.9% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling