-35.2%
SPXU vs RL
+8.8%
-44.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.0% |
| 7D | +2.5% | -3.4% | +5.9% | +0.7% |
| 30D | +4.2% | -14.4% | +18.6% | -3.8% |
| 3M | -9.3% | -13.6% | +4.3% | -15.3% |
| 6M | -30.7% | +0.6% | -31.3% | -27.3% |
| YTD | -28.1% | -3.6% | -24.5% | -25.6% |
| 1Y | -35.2% | +8.3% | -43.6% | -25.7% |
| All | -35.2% | +8.8% | -44.0% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling