+43.1%
FLNC vs RL
+8.8%
+34.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.0% |
| 7D | -4.1% | -3.4% | -0.6% | -1.7% |
| 30D | -24.8% | -14.4% | -10.3% | -16.4% |
| 3M | -59.1% | -13.6% | -45.5% | -55.1% |
| 6M | -42.0% | +0.6% | -42.5% | -46.8% |
| YTD | -49.8% | -3.6% | -46.2% | -50.5% |
| 1Y | +43.1% | +8.3% | +34.7% | +28.6% |
| All | +43.1% | +8.8% | +34.3% | +28.6% |
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