+355.7%
SU vs RL
+223.8%
+132.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +1.7% | -2.2% | +3.8% | +2.0% |
| 30D | +9.6% | -15.3% | +25.0% | +12.8% |
| 3M | +11.7% | -10.3% | +22.1% | +13.3% |
| 6M | +21.9% | -2.2% | +24.2% | +20.3% |
| YTD | +58.6% | -4.3% | +62.9% | +56.9% |
| 1Y | +66.5% | +8.9% | +57.7% | +59.1% |
| 3Y | +121.4% | +201.4% | -80.0% | +56.1% |
| 5Y | +355.7% | +230.6% | +125.1% | +195.5% |
| All | +355.7% | +223.8% | +132.0% | +195.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling