+4.4%
FE vs RL
+17.3%
-12.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | 0.0% |
| 7D | -0.3% | +2.4% | -2.7% | -0.3% |
| 30D | +3.9% | +4.6% | -0.7% | +3.8% |
| 3M | -0.1% | -1.1% | +1.0% | -0.2% |
| 6M | +6.1% | +16.5% | -10.4% | +5.7% |
| YTD | +8.1% | +11.4% | -3.4% | +7.1% |
| 1Y | +4.4% | +16.1% | -11.7% | +3.2% |
| All | +4.4% | +17.3% | -12.8% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling