-60.2%
FLNC vs RY
+155.7%
-215.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.0% | -7.3% | -6.9% |
| 7D | -4.2% | -0.5% | -3.7% | -3.6% |
| 30D | -20.0% | -1.9% | -18.1% | -18.0% |
| 3M | -56.9% | +5.1% | -62.0% | -60.0% |
| 6M | -35.5% | +28.2% | -63.7% | -55.7% |
| YTD | -48.8% | +22.9% | -71.7% | -62.4% |
| 1Y | +49.3% | +45.5% | +3.8% | -12.6% |
| All | -60.2% | +155.7% | -215.9% | -91.6% |
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