+755.0%
SW vs RL
+580.6%
+174.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.8% | +1.0% |
| 7D | -5.1% | -0.8% | -4.3% | -5.0% |
| 30D | -4.6% | -7.8% | +3.2% | -3.5% |
| 3M | +9.4% | -4.0% | +13.4% | +10.1% |
| 6M | +3.5% | -1.9% | +5.4% | +3.8% |
| YTD | +22.0% | -0.2% | +22.2% | +22.2% |
| 1Y | +2.2% | +10.7% | -8.5% | +1.0% |
| 3Y | +19.6% | +210.8% | -191.2% | +5.4% |
| 5Y | -2.3% | +238.2% | -240.6% | -15.6% |
| 10Y | +181.4% | +313.4% | -132.0% | +133.3% |
| All | +755.0% | +580.6% | +174.4% | +653.5% |
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 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