+26.0%
FLEX vs RL
+15.3%
+10.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.9% | -3.5% |
| 7D | +7.5% | +2.6% | +4.9% | +6.4% |
| 30D | -25.3% | +2.9% | -28.2% | -25.9% |
| 3M | -39.7% | 0.0% | -39.7% | -39.5% |
| 6M | -47.9% | +17.1% | -65.0% | -52.9% |
| YTD | +24.1% | +10.1% | +14.0% | +17.0% |
| 1Y | +26.0% | +17.3% | +8.6% | +19.8% |
| All | +26.0% | +15.3% | +10.7% | +19.8% |
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