+533.3%
FAST vs RL
+337.1%
+196.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.4% |
| 7D | +4.2% | +2.6% | +1.6% | +3.5% |
| 30D | +6.7% | +2.9% | +3.7% | +5.7% |
| 3M | +8.0% | 0.0% | +8.0% | +7.7% |
| 6M | +27.4% | +17.1% | +10.3% | +21.5% |
| YTD | +40.5% | +10.1% | +30.4% | +35.6% |
| 1Y | +38.4% | +17.3% | +21.0% | +31.4% |
| 3Y | +98.7% | +249.3% | -150.7% | +37.9% |
| 5Y | +106.7% | +240.9% | -134.2% | +40.4% |
| All | +533.3% | +337.1% | +196.3% | +285.2% |
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