-63.2%
FLUT vs RY
+46.4%
-109.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.4% | -3.5% |
| 7D | +4.2% | +2.5% | +1.7% | +3.1% |
| 30D | +8.0% | +8.4% | -0.4% | +4.2% |
| 3M | -22.1% | +1.2% | -23.3% | -22.7% |
| 6M | -21.7% | +19.4% | -41.1% | -33.0% |
| YTD | -62.0% | +25.4% | -87.4% | -69.1% |
| 1Y | -63.2% | +46.7% | -109.9% | -79.5% |
| All | -63.2% | +46.4% | -109.6% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 1y: compounded portfolio wealth divided by compounded RY 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…
1y analysis · Full analysis span regression · 6 months rolling