+1,507.8%
RL vs FDS
+8,978.0%
-7,470.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -0.2% |
| 7D | -4.2% | -0.5% | -3.6% | -4.0% |
| 30D | +4.3% | +20.2% | -15.9% | -1.7% |
| 3M | -4.6% | +19.9% | -24.5% | -10.6% |
| 6M | +1.7% | +56.2% | -54.4% | -14.0% |
| YTD | +7.3% | +14.6% | -7.2% | -1.1% |
| 1Y | +20.8% | +31.6% | -10.8% | +6.0% |
| 3Y | +247.0% | -23.8% | +270.8% | +258.4% |
| 5Y | +225.5% | -22.6% | +248.0% | +232.4% |
| 10Y | +363.0% | +139.3% | +223.7% | +220.9% |
| All | +1,507.8% | +8,978.0% | -7,470.2% | +463.3% |
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