-60.2%
FLNC vs RL
+198.9%
-259.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.3% | -5.0% | -6.0% |
| 7D | -4.2% | -0.3% | -3.9% | -4.0% |
| 30D | -20.0% | -17.5% | -2.5% | -8.9% |
| 3M | -56.9% | -14.0% | -42.9% | -52.4% |
| 6M | -35.5% | -2.0% | -33.6% | -36.9% |
| YTD | -48.8% | -4.6% | -44.2% | -48.0% |
| 1Y | +49.3% | +9.5% | +39.8% | +38.1% |
| All | -60.2% | +198.9% | -259.1% | -88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling