+2,054.3%
FLUT vs RL
+2,386.8%
-332.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.4% |
| 7D | -1.6% | -0.8% | -0.8% | -1.6% |
| 30D | +7.7% | -7.8% | +15.5% | +8.5% |
| 3M | -0.7% | -4.0% | +3.3% | -0.5% |
| 6M | -11.2% | -1.9% | -9.3% | -11.3% |
| YTD | -53.4% | -0.2% | -53.3% | -53.6% |
| 1Y | -65.8% | +10.7% | -76.4% | -66.2% |
| 3Y | -44.9% | +210.8% | -255.7% | -49.8% |
| 5Y | -49.7% | +238.2% | -287.9% | -54.5% |
| 10Y | -9.7% | +313.4% | -323.1% | -19.1% |
| All | +2,054.3% | +2,386.8% | -332.6% | +1,702.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling