+55.7%
FLR vs RRC
+31.0%
+24.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | -3.1% | -1.7% | -1.4% | -2.6% |
| 30D | +4.9% | +3.6% | +1.3% | +3.8% |
| 3M | +10.8% | +8.8% | +2.0% | +7.1% |
| 6M | +19.7% | +0.8% | +18.9% | +18.2% |
| YTD | +38.4% | +19.0% | +19.4% | +27.4% |
| 1Y | +34.7% | +22.9% | +11.8% | +21.0% |
| All | +55.7% | +31.0% | +24.7% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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