-11.7%
SPCX vs RL
+0.2%
-11.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.8% | 0.0% | +3.6% |
| 7D | +4.2% | +0.2% | +3.9% | +4.5% |
| 30D | -12.6% | +7.3% | -19.9% | -14.1% |
| 3M | +6.7% | +1.0% | +5.7% | +6.7% |
| All | -11.7% | +0.2% | -11.9% | -9.9% |
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 · Available span rolling