-3.6%
SMR vs RL
+192.4%
-195.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.6% |
| 7D | +4.4% | -0.8% | +5.2% | +4.8% |
| 30D | +3.4% | -7.8% | +11.2% | +7.4% |
| 3M | -19.2% | -4.0% | -15.2% | -18.1% |
| 6M | -22.6% | -1.9% | -20.8% | -22.6% |
| YTD | -31.5% | -0.2% | -31.4% | -32.3% |
| 1Y | -73.1% | +10.7% | -83.8% | -75.0% |
| 3Y | +55.0% | +210.8% | -155.8% | -5.5% |
| All | -3.6% | +192.4% | -195.9% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling