+4,986.6%
FAST vs RL
+1,366.2%
+3,620.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.3% | +0.1% |
| 7D | -0.4% | -0.8% | +0.4% | -0.1% |
| 30D | -0.8% | -7.8% | +7.0% | +1.6% |
| 3M | +5.8% | -4.0% | +9.7% | +6.7% |
| 6M | +8.0% | -1.9% | +9.9% | +7.5% |
| YTD | +25.6% | -0.2% | +25.8% | +24.2% |
| 1Y | +0.8% | +10.7% | -9.9% | -3.8% |
| 3Y | +86.1% | +210.8% | -124.7% | +23.4% |
| 5Y | +100.2% | +238.2% | -138.0% | +24.5% |
| 10Y | +494.2% | +313.4% | +180.8% | +212.8% |
| All | +4,986.6% | +1,366.2% | +3,620.5% | +1,410.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling