+483.9%
SPMO vs RL
+305.8%
+178.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -2.6% | +1.3% | -4.0% | -2.9% |
| 30D | -14.2% | +7.6% | -21.9% | -15.6% |
| 3M | -12.7% | -1.5% | -11.2% | -12.5% |
| 6M | -9.6% | +12.1% | -21.6% | -12.4% |
| YTD | +9.3% | +13.9% | -4.6% | +5.2% |
| 1Y | +8.2% | +20.7% | -12.4% | +2.8% |
| 3Y | +119.4% | +260.6% | -141.2% | +63.5% |
| 5Y | +112.5% | +248.9% | -136.4% | +56.0% |
| 10Y | +449.2% | +355.9% | +93.3% | +268.7% |
| All | +483.9% | +305.8% | +178.1% | +292.6% |
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