+13.8%
FLR vs RBA
-5.8%
+19.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | +5.4% | +1.7% | +3.6% | +5.1% |
| 30D | +2.8% | +8.3% | -5.5% | +1.3% |
| 3M | -6.4% | +10.5% | -17.0% | -8.2% |
| 6M | +8.8% | -5.9% | +14.6% | +8.3% |
| YTD | +23.6% | -6.9% | +30.5% | +20.5% |
| 1Y | +13.8% | -4.9% | +18.7% | +9.7% |
| All | +13.8% | -5.8% | +19.6% | +9.7% |
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