-29.1%
FN vs RL
+16.8%
-45.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.4% | +13.0% | +12.2% |
| 7D | 0.0% | -4.2% | +4.1% | +2.0% |
| 30D | -34.3% | +4.3% | -38.6% | -35.2% |
| 3M | -39.9% | -4.6% | -35.3% | -38.7% |
| 6M | -51.8% | +1.7% | -53.5% | -52.6% |
| YTD | -28.1% | +7.3% | -35.5% | -34.0% |
| 1Y | -29.1% | +20.8% | -49.9% | -42.1% |
| All | -29.1% | +16.8% | -45.8% | -42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling