+192.9%
SO vs RL
+342.1%
-149.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.4% |
| 7D | -0.9% | +2.4% | -3.3% | -1.2% |
| 30D | +4.9% | +4.6% | +0.4% | +4.4% |
| 3M | +0.8% | -1.1% | +1.9% | +0.8% |
| 6M | +0.6% | +16.5% | -16.0% | -1.5% |
| YTD | +8.7% | +11.4% | -2.8% | +6.6% |
| 1Y | +4.0% | +16.1% | -12.1% | +1.5% |
| 3Y | +50.6% | +252.6% | -202.0% | +24.2% |
| 5Y | +77.5% | +244.9% | -167.4% | +43.7% |
| All | +192.9% | +342.1% | -149.3% | +114.0% |
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 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