+386.0%
FLEX vs RY
+124.6%
+261.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.9% | -10.7% | -10.9% |
| 7D | -28.3% | -1.1% | -27.2% | -27.6% |
| 30D | -45.0% | +4.4% | -49.5% | -47.3% |
| 3M | -45.2% | -2.9% | -42.3% | -43.6% |
| 6M | -30.8% | +15.6% | -46.4% | -39.1% |
| YTD | +10.4% | +21.8% | -11.4% | -7.2% |
| 1Y | +2.3% | +42.6% | -40.3% | -24.7% |
| 3Y | +238.9% | +160.9% | +78.0% | +48.4% |
| 5Y | +386.0% | +126.1% | +259.9% | +139.1% |
| All | +386.0% | +124.6% | +261.4% | +139.1% |
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