-45.4%
FND vs RL
+11.4%
-56.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -3.8% |
| 7D | +0.4% | +1.9% | -1.5% | -0.9% |
| 30D | -23.6% | -12.2% | -11.3% | -16.6% |
| 3M | +4.3% | -6.6% | +11.0% | +9.0% |
| 6M | -20.3% | +3.2% | -23.4% | -22.9% |
| YTD | -21.3% | -1.3% | -20.0% | -21.8% |
| 1Y | -45.4% | +13.6% | -59.0% | -51.7% |
| All | -45.4% | +11.4% | -56.8% | -51.7% |
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