+416.7%
FLEX vs RL
+226.8%
+189.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.4% | +5.9% | +5.3% |
| 7D | -19.3% | -4.2% | -15.2% | -17.5% |
| 30D | -41.5% | +4.3% | -45.8% | -42.9% |
| 3M | -43.1% | -4.6% | -38.5% | -42.0% |
| 6M | -48.2% | +1.7% | -49.9% | -49.8% |
| YTD | +15.5% | +7.3% | +8.1% | +8.7% |
| 1Y | +10.2% | +20.8% | -10.6% | -3.2% |
| 3Y | +256.8% | +247.0% | +9.8% | +77.4% |
| All | +416.7% | +226.8% | +189.9% | +153.8% |
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 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