+1,658.1%
FLUT vs RRC
+1,612.2%
+45.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.5% |
| 7D | -1.1% | -10.8% | +9.7% | -0.8% |
| 30D | +7.7% | +22.3% | -14.6% | +7.2% |
| 3M | -12.2% | +26.6% | -38.8% | -12.6% |
| 6M | -17.6% | +18.9% | -36.5% | -17.9% |
| YTD | -62.0% | +39.2% | -101.2% | -62.3% |
| 1Y | -62.3% | +34.0% | -96.2% | -62.5% |
| 3Y | -52.0% | +42.0% | -94.0% | -52.4% |
| 5Y | -51.8% | +111.9% | -163.6% | -52.5% |
| 10Y | -26.3% | +62.8% | -89.1% | -23.9% |
| All | +1,658.1% | +1,612.2% | +45.9% | +1,430.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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