-64.8%
SPCH vs RL
-8.5%
-56.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -1.4% | +18.2% | +17.4% |
| 7D | -3.0% | -4.2% | +1.1% | +0.7% |
| 30D | -39.8% | +4.3% | -44.1% | -39.1% |
| 3M | +16.8% | -4.6% | +21.4% | +17.9% |
| All | -64.8% | -8.5% | -56.2% | -65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling