-70.4%
FLNC vs RY
+131.8%
-202.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +2.4% |
| 7D | -4.9% | +3.1% | -8.0% | -9.0% |
| 30D | -27.3% | -0.3% | -26.9% | -27.1% |
| 3M | -61.9% | +8.7% | -70.5% | -66.1% |
| 6M | -34.5% | +28.5% | -63.0% | -54.4% |
| YTD | -47.7% | +25.1% | -72.8% | -62.0% |
| 1Y | +53.3% | +46.3% | +7.0% | -9.1% |
| 3Y | -62.4% | +154.9% | -217.4% | -90.0% |
| All | -70.4% | +131.8% | -202.2% | -91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling