+105.3%
FAST vs RL
+226.8%
-121.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.5% |
| 7D | +2.1% | -4.2% | +6.2% | +3.0% |
| 30D | +6.9% | +4.3% | +2.6% | +5.7% |
| 3M | +4.8% | -4.6% | +9.4% | +5.7% |
| 6M | +19.8% | +1.7% | +18.1% | +18.4% |
| YTD | +34.9% | +7.3% | +27.5% | +31.4% |
| 1Y | +32.8% | +20.8% | +12.0% | +25.8% |
| 3Y | +93.7% | +247.0% | -153.2% | +35.7% |
| All | +105.3% | +226.8% | -121.5% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling