+125.7%
SU vs RL
+198.9%
-73.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +1.9% |
| 7D | +1.6% | -0.3% | +1.8% | +1.6% |
| 30D | +10.7% | -17.5% | +28.3% | +12.3% |
| 3M | +13.5% | -14.0% | +27.5% | +14.6% |
| 6M | +21.8% | -2.0% | +23.8% | +20.5% |
| YTD | +58.8% | -4.6% | +63.4% | +57.4% |
| 1Y | +72.0% | +9.5% | +62.5% | +66.0% |
| All | +125.7% | +198.9% | -73.2% | +90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling