+16.1%
RL vs FDS
+23.2%
-7.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | +2.4% | -2.6% | +4.9% | +2.4% |
| 30D | +4.6% | +14.1% | -9.5% | +4.5% |
| 3M | -1.1% | +19.8% | -20.9% | -1.1% |
| 6M | +16.5% | +55.0% | -38.4% | +16.1% |
| YTD | +11.4% | +15.9% | -4.5% | +10.3% |
| 1Y | +16.1% | +24.2% | -8.1% | +12.0% |
| All | +16.1% | +23.2% | -7.1% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling