+25.0%
FLEX vs RL
+34.3%
-9.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +4.5% | -16.8% | -14.0% |
| 7D | -17.0% | +5.8% | -22.7% | -19.0% |
| 30D | -33.8% | +12.7% | -46.6% | -37.3% |
| 3M | -39.0% | +9.3% | -48.4% | -41.7% |
| 6M | -15.9% | +16.9% | -32.8% | -22.4% |
| YTD | +27.8% | +17.5% | +10.4% | +15.9% |
| 1Y | +25.0% | +34.6% | -9.7% | +0.1% |
| All | +25.0% | +34.3% | -9.4% | +0.1% |
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