+447.8%
SN vs RL
+213.6%
+234.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.6% |
| 7D | +1.5% | +2.6% | -1.0% | -0.2% |
| 30D | +21.5% | +2.9% | +18.6% | +18.8% |
| 3M | +20.0% | 0.0% | +20.0% | +19.3% |
| 6M | +119.9% | +17.1% | +102.8% | +94.5% |
| YTD | +102.3% | +10.1% | +92.2% | +86.3% |
| 1Y | +148.0% | +17.3% | +130.7% | +118.8% |
| 3Y | +450.0% | +249.3% | +200.7% | +206.2% |
| All | +447.8% | +213.6% | +234.2% | +134.9% |
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 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