+1,395.2%
RL vs FDS
+8,260.1%
-6,864.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.5% | +5.5% | +3.1% |
| 7D | -0.8% | -1.9% | +1.1% | -0.3% |
| 30D | -7.8% | +9.0% | -16.8% | -10.5% |
| 3M | -4.0% | +18.9% | -22.9% | -10.4% |
| 6M | -1.9% | +35.1% | -37.0% | -13.2% |
| YTD | -0.2% | +5.5% | -5.7% | -5.1% |
| 1Y | +10.7% | -16.8% | +27.5% | +12.6% |
| 3Y | +210.8% | -28.1% | +238.8% | +228.2% |
| 5Y | +238.2% | -17.4% | +255.7% | +239.8% |
| 10Y | +313.4% | +85.4% | +227.9% | +211.4% |
| All | +1,395.2% | +8,260.1% | -6,864.9% | +440.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling