-71.2%
FLNC vs RY
+38.8%
-110.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -0.9% |
| 7D | -11.2% | +0.6% | -11.8% | -11.7% |
| 30D | -24.6% | +5.0% | -29.7% | -28.3% |
| 3M | -64.6% | -5.3% | -59.3% | -61.4% |
| 6M | -78.8% | +13.8% | -92.7% | -82.4% |
| YTD | -76.3% | +21.0% | -97.3% | -82.7% |
| 1Y | -71.2% | +40.5% | -111.7% | -88.1% |
| All | -71.2% | +38.8% | -110.0% | -88.1% |
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 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