+111.7%
SPOT vs RL
+241.4%
-129.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.1% |
| 7D | -2.9% | +1.9% | -4.7% | -3.6% |
| 30D | +8.3% | -12.2% | +20.5% | +13.6% |
| 3M | +5.1% | -6.6% | +11.7% | +7.0% |
| 6M | -6.5% | +3.2% | -9.6% | -8.9% |
| YTD | -9.0% | -1.3% | -7.7% | -10.0% |
| 1Y | -26.4% | +13.6% | -40.0% | -31.7% |
| 3Y | +240.0% | +210.9% | +29.2% | +89.7% |
| 5Y | +111.7% | +246.9% | -135.1% | +8.6% |
| All | +111.7% | +241.4% | -129.7% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling