+147.8%
SW vs RL
+313.2%
-165.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.8% | +0.8% |
| 7D | -5.1% | -0.8% | -4.3% | -4.9% |
| 30D | -4.6% | -7.8% | +3.2% | -3.1% |
| 3M | +9.4% | -4.0% | +13.4% | +10.4% |
| 6M | +3.5% | -1.9% | +5.4% | +3.9% |
| YTD | +22.0% | -0.2% | +22.2% | +22.2% |
| 1Y | +2.2% | +10.7% | -8.5% | +0.4% |
| 3Y | +19.6% | +210.8% | -191.2% | +0.5% |
| 5Y | -2.3% | +238.2% | -240.6% | -20.2% |
| All | +147.8% | +313.2% | -165.4% | +95.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling