+640.4%
FLEX vs RL
+397.7%
+242.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.8% | +6.2% | +9.4% |
| 7D | -7.2% | +0.2% | -7.4% | -7.2% |
| 30D | -34.8% | +7.3% | -42.1% | -36.8% |
| 3M | -35.6% | +1.0% | -36.6% | -36.1% |
| 6M | -45.0% | +11.8% | -56.8% | -48.6% |
| YTD | +29.4% | +13.6% | +15.8% | +20.4% |
| 1Y | +24.8% | +24.0% | +0.7% | +11.3% |
| 3Y | +304.4% | +256.6% | +47.8% | +125.8% |
| 5Y | +484.1% | +240.2% | +243.9% | +222.6% |
| 10Y | +640.4% | +373.0% | +267.5% | +249.4% |
| All | +640.4% | +397.7% | +242.8% | +249.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling