+5,384.5%
FAST vs RL
+1,625.1%
+3,759.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | +0.3% |
| 7D | +3.4% | +5.8% | -2.4% | +1.6% |
| 30D | +5.5% | +12.7% | -7.2% | +1.6% |
| 3M | +7.6% | +9.3% | -1.8% | +4.4% |
| 6M | +19.8% | +16.9% | +2.9% | +12.9% |
| YTD | +35.5% | +17.5% | +18.0% | +27.1% |
| 1Y | +31.6% | +34.6% | -3.0% | +18.2% |
| 3Y | +91.0% | +273.2% | -182.2% | +19.7% |
| 5Y | +105.1% | +265.2% | -160.1% | +25.1% |
| 10Y | +598.2% | +406.7% | +191.6% | +244.3% |
| All | +5,384.5% | +1,625.1% | +3,759.4% | +1,446.2% |
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 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