-94.7%
FCUV vs RL
+8.8%
-103.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.5% | +3.2% |
| 7D | -66.5% | -3.4% | -63.0% | -66.4% |
| 30D | +5.0% | -14.4% | +19.4% | +5.4% |
| 3M | +63.8% | -13.6% | +77.4% | +63.5% |
| 6M | -67.8% | +0.6% | -68.4% | -73.4% |
| YTD | -82.4% | -3.6% | -78.8% | -84.3% |
| 1Y | -94.7% | +8.3% | -103.1% | -95.4% |
| All | -94.7% | +8.8% | -103.5% | -95.4% |
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