-86.0%
SPXU vs RL
+233.3%
-319.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.8% | -1.3% |
| 7D | +1.3% | -0.3% | +1.5% | +1.2% |
| 30D | +5.1% | -17.5% | +22.6% | -10.1% |
| 3M | -9.1% | -14.0% | +4.9% | -18.7% |
| 6M | -29.6% | -2.0% | -27.6% | -28.0% |
| YTD | -27.7% | -4.6% | -23.1% | -27.1% |
| 1Y | -37.0% | +9.5% | -46.5% | -27.1% |
| 3Y | -80.2% | +200.5% | -280.6% | -30.2% |
| 5Y | -86.0% | +226.3% | -312.3% | -26.2% |
| All | -86.0% | +233.3% | -319.3% | -26.2% |
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 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