+3,429.9%
FLEX vs RL
+1,549.7%
+1,880.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.4% | +5.2% | +4.4% |
| 7D | +2.2% | -4.4% | +6.6% | +4.7% |
| 30D | -32.6% | +5.6% | -38.2% | -34.2% |
| 3M | -35.5% | -0.6% | -34.8% | -35.5% |
| 6M | -45.6% | +15.5% | -61.0% | -49.7% |
| YTD | +30.7% | +12.3% | +18.4% | +22.6% |
| 1Y | +28.4% | +19.3% | +9.1% | +17.0% |
| 3Y | +301.7% | +255.5% | +46.1% | +126.5% |
| 5Y | +473.3% | +247.1% | +226.2% | +218.5% |
| 10Y | +651.7% | +346.0% | +305.7% | +236.9% |
| All | +3,429.9% | +1,549.7% | +1,880.1% | +687.2% |
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