-69.5%
FLNC vs RY
+161.8%
-231.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +2.7% |
| 7D | -16.2% | -3.0% | -13.2% | -12.0% |
| 30D | -28.1% | +6.3% | -34.4% | -33.2% |
| 3M | -61.3% | -2.6% | -58.7% | -59.7% |
| 6M | -79.9% | +13.9% | -93.8% | -83.2% |
| YTD | -74.3% | +21.7% | -96.0% | -80.5% |
| 1Y | -75.5% | +40.4% | -115.9% | -84.6% |
| All | -69.5% | +161.8% | -231.3% | -94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling