-98.0%
FCUV vs RL
+34.3%
-132.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +4.5% | -12.0% | -7.1% |
| 7D | -8.6% | +5.8% | -14.3% | -8.1% |
| 30D | -25.9% | +12.7% | -38.7% | -25.2% |
| 3M | -69.8% | +9.3% | -79.2% | -69.5% |
| 6M | -31.6% | +16.9% | -48.5% | -39.7% |
| YTD | -90.1% | +17.5% | -107.6% | -91.5% |
| 1Y | -98.0% | +34.6% | -132.6% | -98.4% |
| All | -98.0% | +34.3% | -132.3% | -98.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling