+288.4%
FLEX vs RL
+262.6%
+25.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -2.9% | -2.8% |
| 7D | -13.6% | +1.3% | -15.0% | -14.1% |
| 30D | -36.5% | +7.6% | -44.1% | -39.0% |
| 3M | -36.4% | -1.5% | -34.9% | -36.1% |
| 6M | -46.5% | +12.1% | -58.6% | -50.9% |
| YTD | +25.9% | +13.9% | +12.0% | +14.6% |
| 1Y | +19.6% | +20.7% | -1.1% | +4.6% |
| All | +288.4% | +262.6% | +25.7% | +89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling