-59.6%
FLUT vs RL
+15.3%
-74.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.8% |
| 7D | -0.7% | +2.6% | -3.3% | -1.2% |
| 30D | +9.3% | +2.9% | +6.3% | +8.2% |
| 3M | -17.5% | 0.0% | -17.5% | -17.8% |
| 6M | -14.6% | +17.1% | -31.7% | -19.4% |
| YTD | -62.3% | +10.1% | -72.4% | -63.0% |
| 1Y | -59.6% | +17.3% | -77.0% | -60.3% |
| All | -59.6% | +15.3% | -74.9% | -60.3% |
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