-72.3%
FLNC vs RL
+202.0%
-274.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.6% | -4.5% |
| 7D | -5.0% | -2.2% | -2.8% | -3.4% |
| 30D | -26.1% | -15.3% | -10.7% | -16.5% |
| 3M | -55.2% | -10.3% | -44.8% | -51.7% |
| 6M | -42.6% | -2.2% | -40.4% | -43.6% |
| YTD | -51.0% | -4.3% | -46.7% | -50.2% |
| 1Y | +43.3% | +8.9% | +34.5% | +32.5% |
| 3Y | -63.4% | +201.4% | -264.8% | -86.5% |
| All | -72.3% | +202.0% | -274.3% | -90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling