+894.6%
FIX vs RL
+232.3%
+662.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -7.3% | -4.2% | -8.0% |
| 7D | -27.2% | -4.7% | -22.6% | -25.6% |
| 30D | -46.9% | +3.6% | -50.5% | -48.0% |
| 3M | -44.4% | +0.5% | -45.0% | -45.0% |
| 6M | -50.9% | +6.6% | -57.5% | -53.3% |
| YTD | +3.5% | +8.8% | -5.3% | -2.8% |
| 1Y | -2.1% | +21.8% | -23.9% | -13.3% |
| 3Y | +418.7% | +245.8% | +172.9% | +187.8% |
| 5Y | +894.6% | +230.0% | +664.6% | +439.2% |
| All | +894.6% | +232.3% | +662.3% | +439.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling