+755.5%
FN vs RL
+342.1%
+413.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.8% |
| 7D | +20.8% | +2.4% | +18.4% | +19.8% |
| 30D | -17.3% | +4.6% | -21.9% | -18.6% |
| 3M | -38.1% | -1.1% | -37.0% | -37.9% |
| 6M | -44.2% | +16.5% | -60.8% | -48.0% |
| YTD | -22.3% | +11.4% | -33.7% | -26.3% |
| 1Y | -20.9% | +16.1% | -37.0% | -26.2% |
| 3Y | +111.1% | +252.6% | -141.5% | +37.2% |
| 5Y | +191.8% | +244.9% | -53.1% | +86.2% |
| All | +755.5% | +342.1% | +413.3% | +385.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling