-68.4%
FLNC vs RY
+46.4%
-114.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +3.0% | +7.1% | +6.0% |
| 7D | -2.1% | +2.5% | -4.6% | -5.2% |
| 30D | -20.8% | +8.4% | -29.2% | -28.9% |
| 3M | -61.3% | +1.2% | -62.6% | -62.2% |
| 6M | -50.9% | +19.4% | -70.2% | -63.2% |
| YTD | -69.4% | +25.4% | -94.8% | -79.5% |
| 1Y | -68.4% | +46.7% | -115.1% | -87.3% |
| All | -68.4% | +46.4% | -114.8% | -87.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling