-13.4%
FND vs RRC
+44.7%
-58.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -3.5% | +14.5% | +10.0% |
| 7D | +12.3% | -6.8% | +19.1% | +10.6% |
| 30D | +14.7% | +34.7% | -20.0% | +25.0% |
| 3M | -12.0% | +31.5% | -43.5% | -4.3% |
| 6M | +10.8% | +21.8% | -11.0% | +18.6% |
| YTD | -12.3% | +48.9% | -61.1% | -4.1% |
| 1Y | -13.4% | +42.1% | -55.5% | -3.7% |
| All | -13.4% | +44.7% | -58.1% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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