-26.1%
FLUT vs RL
+342.1%
-368.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.0% |
| 7D | -1.2% | +2.4% | -3.6% | -1.6% |
| 30D | +5.0% | +4.6% | +0.4% | +4.0% |
| 3M | -16.4% | -1.1% | -15.3% | -16.4% |
| 6M | -14.6% | +16.5% | -31.1% | -17.6% |
| YTD | -61.9% | +11.4% | -73.3% | -62.9% |
| 1Y | -65.0% | +16.1% | -81.1% | -66.3% |
| 3Y | -44.8% | +252.6% | -297.4% | -55.6% |
| 5Y | -49.9% | +244.9% | -294.8% | -60.3% |
| All | -26.1% | +342.1% | -368.2% | -42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling