+576.2%
FE vs RL
+1,632.4%
-1,056.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.8% |
| 7D | +1.9% | -0.8% | +2.7% | +2.0% |
| 30D | -1.2% | -7.8% | +6.6% | -0.1% |
| 3M | +3.5% | -4.0% | +7.5% | +3.8% |
| 6M | -6.1% | -1.9% | -4.2% | -6.4% |
| YTD | +7.6% | -0.2% | +7.8% | +6.8% |
| 1Y | +11.9% | +10.7% | +1.2% | +9.3% |
| 3Y | +48.4% | +210.8% | -162.3% | +22.4% |
| 5Y | +44.8% | +238.2% | -193.4% | +15.5% |
| 10Y | +115.9% | +313.4% | -197.5% | +59.1% |
| All | +576.2% | +1,632.4% | -1,056.2% | +306.1% |
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