+425.4%
SN vs RL
+209.9%
+215.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.3% | +6.4% | +3.8% |
| 7D | +3.8% | -4.7% | +8.5% | +6.8% |
| 30D | +17.5% | +3.6% | +14.0% | +14.6% |
| 3M | +19.2% | +0.5% | +18.7% | +17.9% |
| 6M | +84.9% | +6.6% | +78.3% | +74.2% |
| YTD | +94.0% | +8.8% | +85.2% | +80.3% |
| 1Y | +151.3% | +21.8% | +129.6% | +116.6% |
| 3Y | +387.1% | +245.8% | +141.2% | +174.3% |
| All | +425.4% | +209.9% | +215.4% | +127.3% |
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