-40.2%
FIS vs RL
+304.3%
-344.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -5.6% |
| 7D | -3.5% | +1.9% | -5.3% | -3.9% |
| 30D | -7.8% | -12.2% | +4.4% | -4.7% |
| 3M | +0.8% | -6.6% | +7.5% | +2.4% |
| 6M | -21.9% | +3.2% | -25.1% | -23.4% |
| YTD | -39.5% | -1.3% | -38.2% | -40.1% |
| 1Y | -41.0% | +13.6% | -54.6% | -43.9% |
| 3Y | -23.6% | +210.9% | -234.5% | -47.1% |
| 5Y | -65.6% | +246.9% | -312.5% | -77.5% |
| 10Y | -40.2% | +310.1% | -350.3% | -65.2% |
| All | -40.2% | +304.3% | -344.5% | -65.2% |
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