-72.3%
FLNC vs RY
+126.7%
-199.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.7% |
| 7D | -5.0% | -2.9% | -2.1% | -1.1% |
| 30D | -26.1% | -2.0% | -24.1% | -24.1% |
| 3M | -55.2% | +4.9% | -60.0% | -58.2% |
| 6M | -42.6% | +26.1% | -68.7% | -59.0% |
| YTD | -51.0% | +22.4% | -73.4% | -63.3% |
| 1Y | +43.3% | +44.7% | -1.4% | -13.6% |
| 3Y | -63.4% | +155.7% | -219.1% | -90.3% |
| All | -72.3% | +126.7% | -199.1% | -91.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling