+416.7%
FLEX vs RY
+122.0%
+294.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -44.7% |
| 3M | -43.1% | -4.3% | -38.8% | -40.7% |
| 6M | -48.2% | +12.1% | -60.3% | -53.4% |
| YTD | +15.5% | +20.3% | -4.8% | -1.8% |
| 1Y | +10.2% | +41.0% | -30.8% | -18.0% |
| 3Y | +256.8% | +157.5% | +99.3% | +58.1% |
| All | +416.7% | +122.0% | +294.7% | +158.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling