-87.6%
FLNC vs RL
+239.2%
-326.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.3% |
| 7D | -11.2% | +2.6% | -13.8% | -13.0% |
| 30D | -24.6% | +2.9% | -27.6% | -25.8% |
| 3M | -64.6% | 0.0% | -64.6% | -64.5% |
| 6M | -78.8% | +17.1% | -95.9% | -81.3% |
| YTD | -76.3% | +10.1% | -86.5% | -78.3% |
| 1Y | -71.2% | +17.3% | -88.5% | -74.8% |
| 3Y | -71.9% | +249.3% | -321.2% | -90.9% |
| All | -87.6% | +239.2% | -326.7% | -96.0% |
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