+2,054.3%
FLUT vs RRX
+1,255.4%
+798.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.2% |
| 7D | -1.6% | +3.4% | -5.1% | -2.0% |
| 30D | +7.7% | -11.1% | +18.9% | +9.2% |
| 3M | -0.7% | -23.7% | +23.0% | +2.0% |
| 6M | -11.2% | -22.0% | +10.8% | -9.6% |
| YTD | -53.4% | +16.5% | -69.9% | -55.1% |
| 1Y | -65.8% | +11.5% | -77.3% | -66.9% |
| 3Y | -44.9% | +1.5% | -46.5% | -47.0% |
| 5Y | -49.7% | +18.3% | -68.0% | -52.5% |
| 10Y | -9.7% | +209.8% | -219.5% | -19.3% |
| All | +2,054.3% | +1,255.4% | +798.9% | +1,644.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling