-100.0%
SPXU vs RL
+791.6%
-891.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.8% | +2.9% |
| 7D | -0.1% | -0.8% | +0.7% | -0.7% |
| 30D | +0.8% | -7.8% | +8.6% | -5.4% |
| 3M | -4.7% | -4.0% | -0.7% | -6.7% |
| 6M | -29.6% | -1.9% | -27.7% | -28.0% |
| YTD | -29.9% | -0.2% | -29.7% | -26.8% |
| 1Y | -39.1% | +10.7% | -49.8% | -29.8% |
| 3Y | -80.0% | +210.8% | -290.8% | -35.9% |
| 5Y | -86.0% | +238.2% | -324.3% | -37.5% |
| 10Y | -99.5% | +313.4% | -412.9% | -95.8% |
| All | -100.0% | +791.6% | -891.6% | -99.7% |
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 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