+10.7%
SNDU vs RL
+24.6%
-14.0%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +4.5% | -20.3% | -21.0% |
| 7D | -48.0% | +5.8% | -53.8% | -51.9% |
| 30D | -66.4% | +12.7% | -79.1% | -71.7% |
| 3M | -58.7% | +9.3% | -68.1% | -65.2% |
| 6M | -68.6% | +16.9% | -85.5% | -74.7% |
| All | +10.7% | +24.6% | -14.0% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling