+1,005.1%
FLEX vs RL
+314.9%
+690.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +0.6% |
| 7D | -0.9% | -0.8% | -0.1% | -0.5% |
| 30D | -10.1% | -7.8% | -2.4% | -7.1% |
| 3M | -31.3% | -4.0% | -27.3% | -30.7% |
| 6M | +71.3% | -1.9% | +73.2% | +70.8% |
| YTD | +81.2% | -0.2% | +81.4% | +78.9% |
| 1Y | +98.5% | +10.7% | +87.8% | +86.4% |
| 3Y | +428.2% | +210.8% | +217.5% | +213.7% |
| 5Y | +657.3% | +238.2% | +419.0% | +321.0% |
| All | +1,005.1% | +314.9% | +690.2% | +457.6% |
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