+499.9%
FAST vs RL
+313.2%
+186.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.3% | +0.2% |
| 7D | -0.4% | -0.8% | +0.4% | -0.2% |
| 30D | -0.8% | -7.8% | +7.0% | +1.2% |
| 3M | +5.8% | -4.0% | +9.7% | +6.5% |
| 6M | +8.0% | -1.9% | +9.9% | +7.6% |
| YTD | +25.6% | -0.2% | +25.8% | +24.5% |
| 1Y | +0.8% | +10.7% | -9.9% | -2.9% |
| 3Y | +86.1% | +210.8% | -124.7% | +32.4% |
| 5Y | +100.2% | +238.2% | -138.0% | +34.8% |
| All | +499.9% | +313.2% | +186.7% | +262.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling