-80.5%
FCUV vs RL
+13.6%
-94.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +2.0% | -15.7% | -13.6% |
| 7D | +62.8% | -0.8% | +63.6% | +62.8% |
| 30D | +66.5% | -7.8% | +74.3% | +67.1% |
| 3M | +459.9% | -4.0% | +463.9% | +421.0% |
| 6M | -12.4% | -1.9% | -10.5% | -21.1% |
| YTD | -47.5% | -0.2% | -47.4% | -53.3% |
| 1Y | -80.5% | +10.7% | -91.2% | -83.1% |
| All | -80.5% | +13.6% | -94.1% | -83.1% |
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