The portfolio leaderboard ranks users by a single number: return_pct, the percentage gain or loss on their simulated portfolio relative to their starting ₹10,00,000, recalculated monthly. It's a precise, honest measure of exactly one thing — and it's worth being equally precise about what it doesn't measure.
What it measures, exactly
Return_pct is calculated as (current total portfolio value minus starting capital), divided by starting capital, expressed as a percentage, for that calendar month's archive period. It uses real end-of-day prices for whatever simulated holdings a user has. Rank #1 for a given month genuinely had the highest percentage return of anyone on the leaderboard that month, full stop — that part of the claim is completely accurate.
What it doesn't measure
- How concentrated the winning portfolio was — a single oversized bet that paid off ranks identically to a diversified portfolio that earned the same return more cautiously.
- How repeatable the result is — one strong month says little about whether the same approach would work again next month.
- Risk-adjusted performance — two users with the same return_pct can have taken wildly different amounts of risk to get there, and the leaderboard doesn't distinguish between them.
How to use the rank sensibly
Treat a high rank as a useful signal that something about your approach that month produced a strong return — worth examining why — rather than as proof that approach is sound going forward. The more useful personal benchmark is usually your own return_pct over several consecutive months, compared to itself, rather than a single month's position relative to everyone else.
The leaderboard explicitly describes itself as reflecting a paper-trading game with delayed prices and no real money involved — which is the right framing for how to read any rank on it, including your own.
See this month's rankings →Common questions
How often does the leaderboard reset?
It's recalculated monthly, with return_pct measured against each user's starting simulated capital for that period.
Is a top monthly rank a sign of skill or luck?
Usually some of both -- a single month's return_pct doesn't separate the two, which is why comparing your own return_pct across several consecutive months is a more reliable self-check than one month's rank.
Does the leaderboard show anything other than rank and return_pct?
It highlights the top three with a visual marker and flags your own row if you're on the board that month, but the underlying ranking metric is return_pct throughout.
Does a bad month on the leaderboard mean my overall approach is wrong?
Not necessarily -- one month is a small sample, and return_pct alone doesn't show whether a bad month came from a reasonable decision that didn't pay off or an actual mistake in approach.
Return_pct, recalculated monthly, measures exactly one thing precisely: percentage gain on simulated capital for that period. It says nothing about concentration, repeatability, or risk taken to get there -- which is why your own return over several consecutive months is a more honest benchmark than any single month's rank relative to everyone else.
