+20.0%
SPY vs RL
+13.6%
+6.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.7% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | +0.1% | -7.8% | +7.8% | +1.4% |
| 3M | +2.0% | -4.0% | +6.0% | +2.4% |
| 6M | +13.0% | -1.9% | +14.9% | +12.4% |
| YTD | +13.5% | -0.2% | +13.7% | +12.2% |
| 1Y | +20.0% | +10.7% | +9.3% | +15.2% |
| All | +20.0% | +13.6% | +6.4% | +15.2% |
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 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