+8,419.6%
FIX vs RL
+1,870.5%
+6,549.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +4.5% | -19.6% | -16.6% |
| 7D | -18.9% | +5.8% | -24.7% | -20.7% |
| 30D | -36.3% | +12.7% | -49.0% | -39.1% |
| 3M | -38.5% | +9.3% | -47.9% | -40.8% |
| 6M | -42.3% | +16.9% | -59.2% | -46.0% |
| YTD | +17.1% | +17.5% | -0.4% | +9.3% |
| 1Y | +14.4% | +34.6% | -20.2% | +1.9% |
| 3Y | +486.7% | +273.2% | +213.4% | +271.5% |
| 5Y | +1,083.7% | +265.2% | +818.5% | +636.5% |
| 10Y | +3,932.4% | +406.7% | +3,525.8% | +2,045.1% |
| All | +8,419.6% | +1,870.5% | +6,549.1% | +3,073.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling