+4,795.0%
FLEX vs RL
+1,366.2%
+3,428.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.2% |
| 3M | -31.3% | -4.0% | -27.3% | -30.7% |
| 6M | +71.3% | -1.9% | +73.2% | +71.0% |
| YTD | +81.2% | -0.2% | +81.4% | +79.2% |
| 1Y | +98.5% | +10.7% | +87.8% | +87.1% |
| 3Y | +428.2% | +210.8% | +217.5% | +215.4% |
| 5Y | +657.3% | +238.2% | +419.0% | +323.7% |
| 10Y | +995.9% | +313.4% | +682.6% | +407.3% |
| All | +4,795.0% | +1,366.2% | +3,428.8% | +1,050.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling