-65.0%
FLUT vs RL
+11.4%
-76.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | +3.8% | +1.9% | +1.9% | +3.3% |
| 30D | +6.3% | -12.2% | +18.5% | +9.4% |
| 3M | -4.0% | -6.6% | +2.6% | -3.5% |
| 6M | -10.3% | +3.2% | -13.4% | -14.2% |
| YTD | -53.2% | -1.3% | -51.9% | -53.5% |
| 1Y | -65.0% | +13.6% | -78.6% | -66.5% |
| All | -65.0% | +11.4% | -76.4% | -66.5% |
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