+80.1%
SO vs RL
+246.0%
-165.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.2% |
| 7D | +0.8% | -4.4% | +5.1% | +0.9% |
| 30D | +7.8% | +5.6% | +2.2% | +7.6% |
| 3M | +2.9% | -0.6% | +3.6% | +2.9% |
| 6M | +2.5% | +15.5% | -13.0% | +2.0% |
| YTD | +10.3% | +12.3% | -2.1% | +9.7% |
| 1Y | +6.4% | +19.3% | -12.9% | +5.7% |
| 3Y | +52.8% | +255.5% | -202.7% | +41.4% |
| All | +80.1% | +246.0% | -165.9% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling