+581.0%
FE vs RL
+1,788.6%
-1,207.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.3% | +7.2% | +0.8% |
| 7D | +0.6% | -4.7% | +5.3% | +1.2% |
| 30D | +6.4% | +3.6% | +2.9% | +5.8% |
| 3M | -0.5% | +0.5% | -1.0% | -0.7% |
| 6M | +4.7% | +6.6% | -1.9% | +3.3% |
| YTD | +8.4% | +8.8% | -0.5% | +6.2% |
| 1Y | +7.2% | +21.8% | -14.5% | +3.4% |
| 3Y | +44.9% | +245.8% | -200.9% | +17.7% |
| 5Y | +46.3% | +230.0% | -183.7% | +17.4% |
| 10Y | +110.3% | +369.4% | -259.2% | +52.1% |
| All | +581.0% | +1,788.6% | -1,207.7% | +303.7% |
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