-22.6%
FPS vs RL
+27.6%
-50.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +4.5% | -21.8% | -19.3% |
| 7D | -23.3% | +5.8% | -29.1% | -25.8% |
| 30D | -42.4% | +12.7% | -55.1% | -46.2% |
| 3M | -43.0% | +9.3% | -52.4% | -46.0% |
| 6M | -44.5% | +16.9% | -61.4% | -49.6% |
| All | -22.6% | +27.6% | -50.2% | -33.1% |
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