-52.0%
FLUT vs RL
+240.1%
-292.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.2% | -1.1% |
| 7D | -1.1% | -4.2% | +3.1% | -0.1% |
| 30D | +7.7% | +4.3% | +3.4% | +6.0% |
| 3M | -12.2% | -4.6% | -7.6% | -11.3% |
| 6M | -17.6% | +1.7% | -19.3% | -19.2% |
| YTD | -62.0% | +7.3% | -69.4% | -63.5% |
| 1Y | -62.3% | +20.8% | -83.1% | -65.2% |
| 3Y | -52.0% | +247.0% | -298.9% | -70.1% |
| All | -52.0% | +240.1% | -292.0% | -70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling