+14.4%
FIX vs RL
+34.3%
-20.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +4.5% | -19.6% | -16.8% |
| 7D | -18.9% | +5.8% | -24.7% | -21.0% |
| 30D | -36.3% | +12.7% | -49.0% | -39.6% |
| 3M | -38.5% | +9.3% | -47.9% | -41.2% |
| 6M | -42.3% | +16.9% | -59.2% | -46.7% |
| YTD | +17.1% | +17.5% | -0.4% | +5.3% |
| 1Y | +14.4% | +34.6% | -20.2% | -10.5% |
| All | +14.4% | +34.3% | -20.0% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling