+30.7%
FLR vs RBA
+42.3%
-11.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.3% | +4.7% | +3.7% |
| 7D | -0.8% | +4.3% | -5.1% | -2.1% |
| 30D | -9.1% | +16.3% | -25.4% | -13.3% |
| 3M | -4.7% | +1.3% | -6.0% | -5.1% |
| 6M | -14.2% | -11.1% | -3.2% | -12.2% |
| YTD | +17.3% | -8.5% | +25.7% | +18.3% |
| 1Y | +4.3% | -2.1% | +6.4% | +2.6% |
| 3Y | +30.7% | +44.6% | -13.8% | +18.8% |
| All | +30.7% | +42.3% | -11.6% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling