+241.2%
FLEX vs RY
+158.9%
+82.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.9% | -10.7% | -10.7% |
| 7D | -28.3% | -1.1% | -27.2% | -27.5% |
| 30D | -45.0% | +4.4% | -49.5% | -47.4% |
| 3M | -45.2% | -2.9% | -42.3% | -43.5% |
| 6M | -30.8% | +15.6% | -46.4% | -39.6% |
| YTD | +10.4% | +21.8% | -11.4% | -8.4% |
| 1Y | +2.3% | +42.6% | -40.3% | -25.5% |
| All | +241.2% | +158.9% | +82.4% | +62.6% |
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