+442.4%
FLEX vs RY
+154.9%
+287.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.7% |
| 3M | -31.3% | +8.7% | -40.0% | -36.4% |
| 6M | +71.3% | +28.5% | +42.7% | +36.3% |
| YTD | +81.2% | +25.1% | +56.1% | +47.7% |
| 1Y | +98.5% | +46.3% | +52.2% | +42.8% |
| All | +442.4% | +154.9% | +287.6% | +165.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling