+56.7%
FND vs RRC
+64.1%
-7.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | -5.2% | +1.3% | -6.5% | -5.4% |
| 30D | -19.9% | +10.1% | -30.0% | -21.0% |
| 3M | +2.7% | +4.0% | -1.3% | +1.9% |
| 6M | -21.7% | +1.6% | -23.3% | -22.4% |
| YTD | -17.5% | +19.7% | -37.2% | -20.4% |
| 1Y | -39.3% | +21.4% | -60.7% | -41.7% |
| 3Y | -49.8% | +29.7% | -79.4% | -52.8% |
| 5Y | -60.1% | +153.9% | -213.9% | -66.8% |
| All | +56.7% | +64.1% | -7.4% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling