+447.4%
FLR vs RBA
+4,073.3%
-3,625.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.7% | -2.5% |
| 7D | +5.4% | -2.9% | +8.4% | +6.8% |
| 30D | +11.4% | -12.3% | +23.7% | +18.0% |
| 3M | +11.4% | -20.5% | +31.9% | +22.0% |
| 6M | +16.6% | -18.5% | +35.2% | +25.8% |
| YTD | +41.7% | -18.2% | +59.9% | +51.9% |
| 1Y | +35.4% | -27.5% | +62.9% | +53.3% |
| 3Y | +57.3% | +38.1% | +19.2% | +28.9% |
| 5Y | +241.0% | +44.8% | +196.2% | +160.7% |
| 10Y | +16.6% | +187.1% | -170.5% | -37.5% |
| All | +447.4% | +4,073.3% | -3,625.9% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling