+449.1%
SN vs RL
+219.9%
+229.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +1.1% |
| 7D | +3.5% | -4.4% | +7.9% | +6.2% |
| 30D | +19.4% | +5.6% | +13.9% | +14.9% |
| 3M | +20.9% | -0.6% | +21.6% | +20.7% |
| 6M | +111.1% | +15.5% | +95.7% | +88.7% |
| YTD | +102.8% | +12.3% | +90.5% | +84.4% |
| 1Y | +146.2% | +19.3% | +126.9% | +114.9% |
| 3Y | +441.4% | +255.5% | +185.9% | +197.7% |
| All | +449.1% | +219.9% | +229.2% | +132.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling