+906.2%
FN vs RL
+313.2%
+593.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.1% | +2.4% |
| 7D | -1.7% | -0.8% | -0.9% | -1.4% |
| 30D | -22.0% | -7.8% | -14.2% | -19.8% |
| 3M | -43.0% | -4.0% | -39.0% | -42.6% |
| 6M | -27.7% | -1.9% | -25.9% | -27.9% |
| YTD | -10.5% | -0.2% | -10.4% | -11.6% |
| 1Y | +12.5% | +10.7% | +1.8% | +6.8% |
| 3Y | +153.8% | +210.8% | -57.0% | +72.5% |
| 5Y | +288.0% | +238.2% | +49.8% | +150.3% |
| All | +906.2% | +313.2% | +593.0% | +497.3% |
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