+565.2%
FLEX vs RY
+360.6%
+204.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.8% | +5.8% |
| 7D | -19.3% | -0.9% | -18.4% | -18.8% |
| 30D | -41.5% | +5.9% | -47.4% | -44.9% |
| 3M | -43.1% | -4.3% | -38.8% | -40.6% |
| 6M | -48.2% | +12.1% | -60.3% | -53.8% |
| YTD | +15.5% | +20.3% | -4.8% | -3.3% |
| 1Y | +10.2% | +41.0% | -30.8% | -20.9% |
| 3Y | +256.8% | +157.5% | +99.3% | +39.9% |
| 5Y | +408.2% | +123.2% | +285.0% | +127.5% |
| All | +565.2% | +360.6% | +204.6% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling