+1,000.1%
FLEX vs RY
+373.9%
+626.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +2.2% |
| 7D | -0.9% | +3.1% | -4.0% | -4.0% |
| 30D | -10.1% | -0.3% | -9.8% | -9.8% |
| 3M | -31.3% | +8.7% | -40.0% | -36.6% |
| 6M | +71.3% | +28.5% | +42.7% | +34.6% |
| YTD | +81.2% | +25.1% | +56.1% | +46.3% |
| 1Y | +98.5% | +46.3% | +52.2% | +37.8% |
| 3Y | +428.2% | +154.9% | +273.3% | +109.5% |
| 5Y | +657.3% | +140.3% | +517.0% | +215.7% |
| All | +1,000.1% | +373.9% | +626.1% | +171.9% |
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