+2,105.4%
FIX vs RL
+238.1%
+1,867.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +0.9% |
| 7D | +6.0% | -0.8% | +6.8% | +6.4% |
| 30D | -7.2% | -7.8% | +0.5% | -3.8% |
| 3M | -15.9% | -4.0% | -11.9% | -14.8% |
| 6M | +12.7% | -1.9% | +14.6% | +12.2% |
| YTD | +72.8% | -0.2% | +73.0% | +70.0% |
| 1Y | +122.9% | +10.7% | +112.2% | +108.1% |
| 3Y | +774.3% | +210.8% | +563.6% | +416.2% |
| All | +2,105.4% | +238.1% | +1,867.3% | +1,072.7% |
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