+2,867.1%
FLEX vs RY
+11,266.1%
-8,398.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.9% | -10.7% | -11.3% |
| 7D | -28.3% | -1.1% | -27.2% | -27.7% |
| 30D | -45.0% | +4.4% | -49.5% | -47.0% |
| 3M | -45.2% | -2.9% | -42.3% | -43.9% |
| 6M | -30.8% | +15.6% | -46.4% | -38.0% |
| YTD | +10.4% | +21.8% | -11.4% | -4.9% |
| 1Y | +2.3% | +42.6% | -40.3% | -22.1% |
| 3Y | +238.9% | +160.9% | +78.0% | +59.6% |
| 5Y | +386.0% | +126.1% | +259.9% | +155.6% |
| 10Y | +551.1% | +371.7% | +179.4% | +100.3% |
| All | +2,867.1% | +11,266.1% | -8,398.9% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling