+3,653.2%
FIX vs RL
+356.1%
+3,297.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.4% | +6.8% | +6.1% |
| 7D | -17.5% | -4.2% | -13.3% | -16.0% |
| 30D | -41.6% | +4.3% | -45.8% | -42.9% |
| 3M | -40.6% | -4.6% | -36.0% | -39.6% |
| 6M | -49.4% | +1.7% | -51.1% | -50.7% |
| YTD | +9.2% | +7.3% | +1.8% | +3.6% |
| 1Y | +6.5% | +20.8% | -14.3% | -4.6% |
| 3Y | +448.7% | +247.0% | +201.8% | +202.7% |
| 5Y | +948.7% | +225.5% | +723.3% | +471.8% |
| All | +3,653.2% | +356.1% | +3,297.1% | +1,535.5% |
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 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