+948.1%
FIX vs RL
+226.8%
+721.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.4% | +6.8% | +6.1% |
| 7D | -17.5% | -4.2% | -13.3% | -15.9% |
| 30D | -41.6% | +4.3% | -45.8% | -43.0% |
| 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% | +3.2% |
| 1Y | +6.5% | +20.8% | -14.3% | -5.4% |
| 3Y | +448.7% | +247.0% | +201.8% | +204.2% |
| All | +948.1% | +226.8% | +721.2% | +475.0% |
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