+230.6%
FIS vs RL
+1,836.0%
-1,605.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.9% | -1.8% |
| 7D | -25.5% | -4.2% | -21.3% | -24.9% |
| 30D | -15.1% | +4.3% | -19.3% | -16.6% |
| 3M | -32.1% | -4.6% | -27.5% | -31.7% |
| 6M | -36.1% | +1.7% | -37.8% | -37.3% |
| YTD | -55.4% | +7.3% | -62.7% | -57.3% |
| 1Y | -53.9% | +20.8% | -74.7% | -57.5% |
| 3Y | -39.8% | +247.0% | -286.7% | -61.5% |
| 5Y | -71.1% | +225.5% | -296.6% | -81.6% |
| 10Y | -53.8% | +363.0% | -416.9% | -76.3% |
| All | +230.6% | +1,836.0% | -1,605.4% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling