+10.6%
FLR vs RBA
-3.8%
+14.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +5.1% | +3.2% | +1.9% | +4.4% |
| 30D | -0.5% | +12.0% | -12.5% | -2.7% |
| 3M | -3.5% | +2.9% | -6.4% | -3.6% |
| 6M | +16.5% | -6.3% | +22.7% | +16.4% |
| YTD | +27.3% | -5.9% | +33.2% | +22.4% |
| 1Y | +10.6% | -3.9% | +14.5% | +5.7% |
| All | +10.6% | -3.8% | +14.4% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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