+143.3%
FN vs RL
+232.3%
-89.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -7.3% | -6.9% | -10.4% |
| 7D | -16.0% | -4.7% | -11.3% | -13.7% |
| 30D | -40.1% | +3.6% | -43.7% | -41.3% |
| 3M | -43.9% | +0.5% | -44.4% | -44.3% |
| 6M | -55.6% | +6.6% | -62.2% | -58.1% |
| YTD | -35.7% | +8.8% | -44.5% | -40.1% |
| 1Y | -39.8% | +21.8% | -61.6% | -47.4% |
| 3Y | +80.3% | +245.8% | -165.5% | -5.6% |
| 5Y | +143.3% | +230.0% | -86.7% | +22.1% |
| All | +143.3% | +232.3% | -89.0% | +22.1% |
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 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