+254.1%
FLR vs RBA
+44.6%
+209.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.4% |
| 7D | +0.7% | -1.1% | +1.7% | +1.0% |
| 30D | -0.7% | -13.2% | +12.5% | +3.6% |
| 3M | +14.3% | -21.4% | +35.7% | +21.9% |
| 6M | +25.6% | -20.9% | +46.5% | +33.5% |
| YTD | +42.9% | -19.9% | +62.7% | +50.7% |
| 1Y | +38.7% | -28.7% | +67.4% | +51.9% |
| 3Y | +61.8% | +27.4% | +34.4% | +47.3% |
| 5Y | +254.1% | +41.7% | +212.4% | +218.5% |
| All | +254.1% | +44.6% | +209.5% | +218.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling