Rebalancing Comparison

Use Rebalancing Comparison when the portfolio is already chosen and the remaining question is about implementation. The tool keeps the holdings, weights, and date range fixed, then reruns the same portfolio across many rebalance policies.

This makes it easier to separate allocation decisions from rebalance decisions. If one policy only looks good on a single offset or an unusually frequent schedule, the result is less stable than it first appears.

• Compare monthly, quarterly, annual, and threshold-based rebalancing on the same portfolio.
• Check whether a result depends on one specific month-end or quarter-end trading alignment.
• Measure the tradeoff between return, drawdown, and turnover as the rebalance rule changes.
• Test whether a backtest result is robust to nearby rebalance choices.

• Portfolio: the same tickers and weights are used in every comparison.
• Date range: every policy is tested on the same historical sample.
• Return construction: the same price series and portfolio setup are reused in every run.

Only the rebalance rule changes across the sweep.

• Frequencies: monthly, quarterly, annual, and other scheduled rebalance cadences.
• Thresholds: drift bands for deviation-based rebalancing.
• Offsets: signed trading-day shifts around the period boundary.
• Mode: whether time, drift, or both are required to trigger a trade.

• Leaderboard: use it to see which policies rank highest on the selected metric.
• Scatter plot: use it to inspect tradeoffs such as CAGR versus turnover or CAGR versus drawdown.
• Offset curve: use it to check whether nearby schedule shifts produce similar results or materially different outcomes.
• Deviation sweeps: use them to compare drift thresholds directly when the policy does not depend on a calendar schedule.