+391.7%
FLR vs RBA
+4,703.2%
-4,311.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +5.1% | +3.2% | +1.9% | +3.6% |
| 30D | -0.5% | +12.0% | -12.5% | -5.8% |
| 3M | -3.5% | +2.9% | -6.4% | -5.5% |
| 6M | +16.5% | -6.3% | +22.7% | +17.5% |
| YTD | +27.3% | -5.9% | +33.2% | +27.4% |
| 1Y | +10.6% | -3.9% | +14.5% | +9.6% |
| 3Y | +39.4% | +64.9% | -25.5% | +5.5% |
| 5Y | +126.4% | +48.5% | +77.9% | +70.8% |
| 10Y | +8.4% | +211.8% | -203.4% | -44.4% |
| All | +391.7% | +4,703.2% | -4,311.6% | +1.5% |
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 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