Portfolio Optimization
Benchmarks
DatasetSOTA methodMetricTrendResultsLast updated
0.022MSE
35
Feb 26, 2026
0.025MSE
35
Feb 26, 2026
3.59Average Relative Regret
32
Mar 4, 2026
-1.943Average Loss
30
Feb 26, 2026
1.71Backward Latency (ms)
25
Feb 26, 2026
45Normalized Regret
20
Jun 19, 2026
80Normalized Regret
20
Jun 19, 2026
85Normalized Testing Set Regret
20
Jun 19, 2026
0.229Sharpe Ratio
13
Feb 26, 2026
0.239Sharpe Ratio
13
Feb 26, 2026
0.206Sharpe Ratio
13
Feb 26, 2026
0.259Sharpe Ratio
13
Feb 26, 2026
0.28Sharpe Ratio
13
Feb 26, 2026
0.247Sharpe Ratio
13
Feb 26, 2026
0.215Sharpe Ratio
13
Feb 26, 2026
0.262Sharpe Ratio
13
Feb 26, 2026
0.248Sharpe Ratio
13
Feb 26, 2026
435.01Cumulative Wealth
13
Feb 26, 2026
635.65Cumulative Wealth
13
Feb 26, 2026
235.48Cumulative Wealth
13
Feb 26, 2026
928.19Cumulative Wealth
13
Feb 26, 2026
148.19Cumulative Wealth
13
Feb 26, 2026
643.44Cumulative Wealth
13
Feb 26, 2026
285.02Cumulative Wealth
13
Feb 26, 2026
996.32Cumulative Wealth
13
Feb 26, 2026