+373.0%
RL vs FDS
+135.1%
+237.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +5.9% |
| 7D | +0.2% | -5.0% | +5.2% | +1.8% |
| 30D | +7.3% | +13.8% | -6.4% | +3.0% |
| 3M | +1.0% | +14.8% | -13.8% | -3.9% |
| 6M | +11.8% | +47.4% | -35.6% | -3.9% |
| YTD | +13.6% | +14.2% | -0.5% | +5.8% |
| 1Y | +24.0% | +26.6% | -2.6% | +10.3% |
| 3Y | +256.6% | -24.4% | +281.0% | +283.7% |
| 5Y | +240.2% | -22.6% | +262.9% | +257.2% |
| 10Y | +373.0% | +130.0% | +243.0% | +200.9% |
| All | +373.0% | +135.1% | +237.8% | +200.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling