+3,078.0%
FN vs RL
+601.1%
+2,476.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.5% | -10.4% | -7.7% |
| 7D | -7.0% | +5.8% | -12.8% | -9.2% |
| 30D | -24.7% | +12.7% | -37.4% | -28.4% |
| 3M | -35.7% | +9.3% | -45.0% | -38.3% |
| 6M | -52.4% | +16.9% | -69.3% | -56.0% |
| YTD | -25.0% | +17.5% | -42.4% | -30.8% |
| 1Y | -25.7% | +34.6% | -60.3% | -35.0% |
| 3Y | +110.2% | +273.2% | -163.0% | +26.7% |
| 5Y | +192.3% | +265.2% | -72.9% | +73.1% |
| 10Y | +812.3% | +406.7% | +405.6% | +322.2% |
| All | +3,078.0% | +601.1% | +2,476.9% | +1,127.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling