+58.7%
FLR vs RBA
+32.9%
+25.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.7% | -2.4% |
| 7D | +5.4% | -2.9% | +8.4% | +6.4% |
| 30D | +11.4% | -12.3% | +23.7% | +16.2% |
| 3M | +11.4% | -20.5% | +31.9% | +18.7% |
| 6M | +16.6% | -18.5% | +35.2% | +22.8% |
| YTD | +41.7% | -18.2% | +59.9% | +48.4% |
| 1Y | +35.4% | -27.5% | +62.9% | +47.9% |
| All | +58.7% | +32.9% | +25.8% | +42.9% |
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