+107.2%
FAST vs RL
+238.1%
-130.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.3% | +0.3% |
| 7D | -0.4% | -0.8% | +0.4% | -0.2% |
| 30D | -0.8% | -7.8% | +7.0% | +1.0% |
| 3M | +5.8% | -4.0% | +9.7% | +6.4% |
| 6M | +8.0% | -1.9% | +9.9% | +7.7% |
| YTD | +25.6% | -0.2% | +25.8% | +24.7% |
| 1Y | +0.8% | +10.7% | -9.9% | -2.4% |
| 3Y | +86.1% | +210.8% | -124.7% | +36.1% |
| All | +107.2% | +238.1% | -130.9% | +39.6% |
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