+194.9%
SO vs RL
+369.1%
-174.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -0.1% | +1.3% | -1.4% | -0.3% |
| 30D | +8.7% | +7.6% | +1.1% | +7.7% |
| 3M | +3.4% | -1.5% | +4.9% | +3.4% |
| 6M | +3.7% | +12.1% | -8.4% | +2.0% |
| YTD | +10.0% | +13.9% | -3.9% | +7.7% |
| 1Y | +6.6% | +20.7% | -14.1% | +3.6% |
| 3Y | +52.5% | +260.6% | -208.1% | +25.5% |
| 5Y | +76.1% | +248.9% | -172.8% | +42.6% |
| 10Y | +194.9% | +355.9% | -161.0% | +111.1% |
| All | +194.9% | +369.1% | -174.2% | +111.1% |
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