-23.7%
FPS vs RL
+19.6%
-43.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.6% |
| 7D | +13.6% | +2.6% | +11.0% | +12.0% |
| 30D | -32.4% | +2.9% | -35.3% | -33.0% |
| 3M | -41.1% | 0.0% | -41.1% | -40.5% |
| 6M | -51.4% | +17.1% | -68.5% | -55.8% |
| All | -23.7% | +19.6% | -43.4% | -31.2% |
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 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