+655.5%
FN vs RL
+362.4%
+293.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -7.3% | -6.9% | -11.5% |
| 7D | -16.0% | -4.7% | -11.3% | -14.3% |
| 30D | -40.1% | +3.6% | -43.7% | -40.9% |
| 3M | -43.9% | +0.5% | -44.4% | -44.1% |
| 6M | -55.6% | +6.6% | -62.2% | -57.2% |
| YTD | -35.7% | +8.8% | -44.5% | -38.5% |
| 1Y | -39.8% | +21.8% | -61.6% | -44.8% |
| 3Y | +80.3% | +245.8% | -165.5% | +18.2% |
| 5Y | +143.3% | +230.0% | -86.7% | +57.7% |
| All | +655.5% | +362.4% | +293.1% | +323.7% |
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