+1,664.3%
FLUT vs RRC
+1,616.7%
+47.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -6.5% | -10.3% | +3.8% | -6.3% |
| 30D | +2.8% | +19.5% | -16.7% | +2.4% |
| 3M | -13.5% | +27.9% | -41.4% | -13.9% |
| 6M | -19.0% | +21.2% | -40.1% | -19.3% |
| YTD | -61.9% | +39.6% | -101.4% | -62.2% |
| 1Y | -63.2% | +31.3% | -94.5% | -63.5% |
| 3Y | -46.0% | +51.9% | -98.0% | -46.6% |
| 5Y | -51.8% | +110.2% | -161.9% | -52.5% |
| 10Y | -26.1% | +56.7% | -82.7% | -23.6% |
| All | +1,664.3% | +1,616.7% | +47.6% | +1,436.3% |
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