-65.8%
FLUT vs RL
+13.6%
-79.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.6% |
| 7D | -1.6% | -0.8% | -0.8% | -1.5% |
| 30D | +7.7% | -7.8% | +15.5% | +9.6% |
| 3M | -0.7% | -4.0% | +3.3% | -0.9% |
| 6M | -11.2% | -1.9% | -9.3% | -12.5% |
| YTD | -53.4% | -0.2% | -53.3% | -53.9% |
| 1Y | -65.8% | +10.7% | -76.4% | -67.4% |
| All | -65.8% | +13.6% | -79.3% | -67.4% |
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