+2,539.8%
SO vs RL
+1,498.4%
+1,041.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.3% | +7.6% | +0.9% |
| 7D | +0.4% | -4.7% | +5.1% | +0.8% |
| 30D | +9.2% | +3.6% | +5.7% | +8.8% |
| 3M | +1.1% | +0.5% | +0.5% | +0.9% |
| 6M | -1.1% | +6.6% | -7.7% | -2.0% |
| YTD | +9.7% | +8.8% | +0.8% | +8.2% |
| 1Y | +5.5% | +21.8% | -16.3% | +3.0% |
| 3Y | +47.0% | +245.8% | -198.8% | +28.0% |
| 5Y | +77.6% | +230.0% | -152.4% | +53.2% |
| 10Y | +181.0% | +369.4% | -188.4% | +126.1% |
| All | +2,539.8% | +1,498.4% | +1,041.4% | +1,854.6% |
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