-59.9%
FND vs RL
+238.1%
-298.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +0.4% |
| 7D | -5.2% | -0.8% | -4.4% | -4.7% |
| 30D | -19.9% | -7.8% | -12.1% | -16.0% |
| 3M | +2.7% | -4.0% | +6.7% | +5.2% |
| 6M | -21.7% | -1.9% | -19.8% | -21.3% |
| YTD | -17.5% | -0.2% | -17.3% | -18.1% |
| 1Y | -39.3% | +10.7% | -50.0% | -43.6% |
| 3Y | -49.8% | +210.8% | -260.5% | -78.0% |
| All | -59.9% | +238.1% | -298.0% | -84.2% |
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