-80.4%
SPXU vs RL
+211.8%
-292.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +0.9% |
| 7D | -1.5% | +1.9% | -3.4% | -0.2% |
| 30D | +3.7% | -12.2% | +15.9% | -5.1% |
| 3M | -9.6% | -6.6% | -2.9% | -12.8% |
| 6M | -32.4% | +3.2% | -35.5% | -28.1% |
| YTD | -28.7% | -1.3% | -27.4% | -26.0% |
| 1Y | -38.2% | +13.6% | -51.8% | -27.5% |
| 3Y | -80.4% | +210.9% | -291.3% | -48.5% |
| All | -80.4% | +211.8% | -292.3% | -48.5% |
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 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