-55.3%
FIS vs RL
+397.7%
-453.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.8% | -7.2% | -2.8% |
| 7D | -29.4% | +0.2% | -29.7% | -29.8% |
| 30D | -16.7% | +7.3% | -24.1% | -18.7% |
| 3M | -33.0% | +1.0% | -34.0% | -33.6% |
| 6M | -33.3% | +11.8% | -45.1% | -36.0% |
| YTD | -56.0% | +13.6% | -69.6% | -58.2% |
| 1Y | -54.6% | +24.0% | -78.6% | -57.9% |
| 3Y | -40.6% | +256.6% | -297.2% | -60.5% |
| 5Y | -71.9% | +240.2% | -312.2% | -81.6% |
| 10Y | -55.3% | +373.0% | -428.3% | -75.0% |
| All | -55.3% | +397.7% | -453.0% | -75.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling