+214.7%
SNDU vs RL
+2.3%
+212.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.7% | -8.3% | -8.7% |
| 7D | -12.7% | -3.4% | -9.3% | -8.5% |
| 30D | +35.8% | -14.4% | +50.2% | +67.9% |
| 3M | -54.8% | -13.6% | -41.2% | -44.9% |
| All | +214.7% | +2.3% | +212.5% | +175.3% |
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 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