+206.7%
FN vs RL
+243.0%
-36.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.4% | +7.3% | +6.6% |
| 7D | +8.0% | -4.4% | +12.4% | +11.1% |
| 30D | -19.1% | +5.6% | -24.7% | -21.4% |
| 3M | -29.8% | -0.6% | -29.2% | -29.8% |
| 6M | -43.2% | +15.5% | -58.6% | -48.6% |
| YTD | -18.9% | +12.3% | -31.3% | -25.8% |
| 1Y | -17.9% | +19.3% | -37.2% | -27.3% |
| 3Y | +120.1% | +255.5% | -135.4% | +13.5% |
| 5Y | +206.7% | +247.1% | -40.4% | +50.5% |
| All | +206.7% | +243.0% | -36.3% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling