+301.7%
SPOT vs RL
+319.9%
-18.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -2.6% | +2.4% | -5.0% | -3.2% |
| 30D | +13.5% | +4.6% | +8.9% | +12.0% |
| 3M | +22.2% | -1.1% | +23.4% | +22.3% |
| 6M | +38.3% | +16.5% | +21.8% | +31.9% |
| YTD | +3.1% | +11.4% | -8.3% | -1.2% |
| 1Y | -7.6% | +16.1% | -23.7% | -12.6% |
| 3Y | +250.0% | +252.6% | -2.6% | +136.3% |
| 5Y | +113.3% | +244.9% | -131.5% | +41.1% |
| All | +301.7% | +319.9% | -18.3% | +161.2% |
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