-33.4%
INFQ vs RL
+15.8%
-49.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.8% | -6.5% | -6.5% |
| 7D | +17.3% | +2.4% | +15.0% | +14.5% |
| 30D | -13.6% | +4.6% | -18.1% | -16.8% |
| 3M | -29.4% | -1.1% | -28.2% | -27.2% |
| 6M | -33.4% | +16.5% | -49.9% | -48.9% |
| All | -33.4% | +15.8% | -49.2% | -48.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling