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  • RL vs FDS✓SelectedUSD · FDSRL vs FDS performance historyLatest closeAs of+2.03%09/04
Stock and ETF performance explorer

RL vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,395.2%
FDS return
+8,260.1%
Excess return
-6,864.9%
Maximum drawdown
-68.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
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