+743.1%
SW vs RL
+700.9%
+42.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.5% | -0.4% | +3.4% |
| 7D | +12.1% | +5.8% | +6.3% | +11.2% |
| 30D | +6.6% | +12.7% | -6.2% | +4.7% |
| 3M | -6.0% | +9.3% | -15.4% | -7.3% |
| 6M | +21.5% | +16.9% | +4.5% | +18.7% |
| YTD | +20.3% | +17.5% | +2.9% | +17.6% |
| 1Y | +28.1% | +34.6% | -6.5% | +23.1% |
| 3Y | +51.6% | +273.2% | -221.6% | +30.3% |
| 5Y | -0.1% | +265.2% | -265.4% | -15.0% |
| 10Y | +189.7% | +406.7% | -216.9% | +134.1% |
| All | +743.1% | +700.9% | +42.2% | +625.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling