+67.5%
SU vs RL
+8.0%
+59.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +1.7% | -2.2% | +3.8% | +1.3% |
| 30D | +9.6% | -15.3% | +25.0% | +7.0% |
| 3M | +11.7% | -10.3% | +22.1% | +10.0% |
| 6M | +21.9% | -2.2% | +24.2% | +20.7% |
| YTD | +58.6% | -4.3% | +62.9% | +56.3% |
| All | +67.5% | +8.0% | +59.5% | +61.2% |
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