+398.8%
SN vs RL
+240.1%
+158.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.0% | +3.6% |
| 7D | +7.2% | -4.2% | +11.3% | +9.9% |
| 30D | +20.4% | +4.3% | +16.1% | +16.7% |
| 3M | +23.9% | -4.6% | +28.5% | +27.0% |
| 6M | +93.0% | +1.7% | +91.3% | +87.6% |
| YTD | +99.2% | +7.3% | +91.9% | +86.1% |
| 1Y | +142.6% | +20.8% | +121.8% | +108.7% |
| 3Y | +398.8% | +247.0% | +151.8% | +157.6% |
| All | +398.8% | +240.1% | +158.7% | +157.6% |
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