-65.6%
FLUT vs RRX
+15.2%
-80.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +1.8% |
| 7D | +0.4% | -0.3% | +0.8% | +0.4% |
| 30D | +2.5% | -6.1% | +8.7% | +2.7% |
| 3M | -9.2% | -23.1% | +13.8% | -8.2% |
| 6M | -8.2% | -19.5% | +11.3% | -8.7% |
| YTD | -53.2% | +16.1% | -69.3% | -57.3% |
| 1Y | -65.6% | +12.9% | -78.5% | -68.6% |
| All | -65.6% | +15.2% | -80.7% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling