+86.2%
SU vs RL
+34.3%
+51.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.5% | -9.0% | -3.6% |
| 7D | -7.1% | +5.8% | -12.9% | -5.9% |
| 30D | +4.8% | +12.7% | -8.0% | +7.3% |
| 3M | +12.5% | +9.3% | +3.1% | +15.0% |
| 6M | +6.5% | +16.9% | -10.5% | +10.1% |
| YTD | +65.8% | +17.5% | +48.3% | +70.0% |
| 1Y | +86.2% | +34.6% | +51.5% | +85.9% |
| All | +86.2% | +34.3% | +51.8% | +85.9% |
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