+13.8%
FIX vs RL
+22.6%
-8.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.8% |
| 7D | -13.9% | +1.3% | -15.3% | -14.4% |
| 30D | -35.5% | +7.6% | -43.2% | -37.5% |
| 3M | -33.9% | -1.5% | -32.4% | -33.5% |
| 6M | -43.3% | +12.1% | -55.4% | -46.3% |
| YTD | +18.7% | +13.9% | +4.7% | +8.3% |
| 1Y | +13.8% | +20.7% | -6.9% | -0.9% |
| All | +13.8% | +22.6% | -8.9% | -0.9% |
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