+573.2%
SPMO vs RL
+255.7%
+317.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.5% | +1.1% |
| 7D | +2.0% | -0.8% | +2.8% | +2.2% |
| 30D | -0.4% | -7.8% | +7.4% | +1.3% |
| 3M | -1.9% | -4.0% | +2.1% | -1.3% |
| 6M | +25.0% | -1.9% | +26.9% | +24.7% |
| YTD | +26.0% | -0.2% | +26.2% | +25.1% |
| 1Y | +28.7% | +10.7% | +18.0% | +24.6% |
| 3Y | +160.9% | +210.8% | -49.9% | +100.9% |
| 5Y | +147.9% | +238.2% | -90.3% | +83.9% |
| 10Y | +518.9% | +313.4% | +205.6% | +327.8% |
| All | +573.2% | +255.7% | +317.6% | +366.5% |
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