+743.6%
FN vs RL
+356.1%
+387.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.4% | +13.0% | +12.2% |
| 7D | 0.0% | -4.2% | +4.1% | +1.6% |
| 30D | -34.3% | +4.3% | -38.6% | -35.4% |
| 3M | -39.9% | -4.6% | -35.3% | -39.0% |
| 6M | -51.8% | +1.7% | -53.5% | -52.8% |
| YTD | -28.1% | +7.3% | -35.5% | -31.0% |
| 1Y | -29.1% | +20.8% | -49.9% | -34.8% |
| 3Y | +102.4% | +247.0% | -144.5% | +32.7% |
| 5Y | +171.7% | +225.5% | -53.8% | +76.9% |
| All | +743.6% | +356.1% | +387.5% | +375.3% |
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