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  • FLEX vs RL✓SelectedUSD · RLFLEX vs RL performance historyLatest closeAs of+1.50%09/04
Stock and ETF performance explorer

FLEX vs RL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,795.0%
RL return
+1,366.2%
Excess return
+3,428.8%
Maximum drawdown
-96.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRLExcessAlpha
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