+2,054.3%
FLUT vs RRC
+1,372.5%
+681.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.2% |
| 7D | -1.6% | +1.3% | -2.9% | -1.7% |
| 30D | +7.7% | +10.1% | -2.4% | +7.5% |
| 3M | -0.7% | +4.0% | -4.7% | -0.8% |
| 6M | -11.2% | +1.6% | -12.7% | -11.2% |
| YTD | -53.4% | +19.7% | -73.2% | -53.7% |
| 1Y | -65.8% | +21.4% | -87.2% | -65.9% |
| 3Y | -44.9% | +29.7% | -74.6% | -45.3% |
| 5Y | -49.7% | +153.9% | -203.6% | -50.4% |
| 10Y | -9.7% | +10.8% | -20.5% | -5.9% |
| All | +2,054.3% | +1,372.5% | +681.8% | +1,782.6% |
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