+255.9%
SPOT vs RL
+257.6%
-1.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | -3.0% | -4.4% | +1.4% | -2.0% |
| 30D | +15.2% | +5.6% | +9.6% | +13.7% |
| 3M | +21.6% | -0.6% | +22.2% | +21.5% |
| 6M | +45.2% | +15.5% | +29.7% | +39.6% |
| YTD | +4.9% | +12.3% | -7.4% | +1.0% |
| 1Y | -4.8% | +19.3% | -24.1% | -9.7% |
| All | +255.9% | +257.6% | -1.7% | +250.0% |
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 · 6 months rolling