+244.9%
RL vs FDS
-23.2%
+268.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | +2.4% | -2.6% | +4.9% | +2.9% |
| 30D | +4.6% | +14.1% | -9.5% | +1.6% |
| 3M | -1.1% | +19.8% | -20.9% | -5.4% |
| 6M | +16.5% | +55.0% | -38.4% | +3.0% |
| YTD | +11.4% | +15.9% | -4.5% | +7.3% |
| 1Y | +16.1% | +24.2% | -8.1% | +8.4% |
| 3Y | +252.6% | -24.0% | +276.6% | +294.4% |
| 5Y | +244.9% | -23.3% | +268.2% | +262.5% |
| All | +244.9% | -23.2% | +268.1% | +262.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling