+226.2%
SU vs RL
+239.2%
-12.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | +1.7% | +2.6% | -0.9% | +1.3% |
| 30D | -7.9% | +2.9% | -10.8% | -8.4% |
| 3M | +7.5% | 0.0% | +7.5% | +7.3% |
| 6M | +7.2% | +17.1% | -9.9% | +3.2% |
| YTD | +60.9% | +10.1% | +50.8% | +55.4% |
| 1Y | +63.6% | +17.3% | +46.3% | +55.4% |
| 3Y | +128.9% | +249.3% | -120.5% | +60.4% |
| All | +226.2% | +239.2% | -12.9% | +121.8% |
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