-100.0%
SPXU vs RL
+883.5%
-983.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +0.3% |
| 7D | -7.6% | +2.6% | -10.2% | -5.4% |
| 30D | +5.3% | +2.9% | +2.4% | +9.3% |
| 3M | +9.6% | 0.0% | +9.6% | +11.6% |
| 6M | -4.5% | +17.1% | -21.6% | +11.7% |
| YTD | -25.9% | +10.1% | -36.0% | -15.0% |
| 1Y | -28.9% | +17.3% | -46.2% | -13.7% |
| 3Y | -80.5% | +249.3% | -329.8% | -30.6% |
| 5Y | -83.4% | +240.9% | -324.3% | -24.5% |
| 10Y | -99.5% | +337.3% | -436.8% | -95.3% |
| All | -100.0% | +883.5% | -983.5% | -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