+466.6%
FLEX vs RL
+245.5%
+221.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -38.9% |
| 3M | -36.4% | -1.5% | -34.9% | -36.1% |
| 6M | -46.5% | +12.1% | -58.6% | -50.7% |
| YTD | +25.9% | +13.9% | +12.0% | +15.1% |
| 1Y | +19.6% | +20.7% | -1.1% | +5.4% |
| 3Y | +287.0% | +260.6% | +26.5% | +88.7% |
| 5Y | +466.6% | +248.9% | +217.8% | +167.4% |
| All | +466.6% | +245.5% | +221.1% | +167.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling