+2,511.5%
SO vs RL
+1,476.5%
+1,035.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | -1.5% | -4.2% | +2.7% | -1.1% |
| 30D | +8.1% | +4.3% | +3.8% | +7.6% |
| 3M | +0.2% | -4.6% | +4.8% | +0.5% |
| 6M | +0.4% | +1.7% | -1.3% | -0.1% |
| YTD | +8.5% | +7.3% | +1.1% | +7.2% |
| 1Y | +4.9% | +20.8% | -15.9% | +2.5% |
| 3Y | +47.9% | +247.0% | -199.1% | +28.7% |
| 5Y | +75.7% | +225.5% | -149.8% | +51.7% |
| 10Y | +178.0% | +363.0% | -185.0% | +123.9% |
| All | +2,511.5% | +1,476.5% | +1,035.0% | +1,836.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling