-64.1%
FLUT vs RY
+41.3%
-105.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -1.5% | -0.6% | -0.9% | -1.4% |
| 30D | +3.4% | +6.1% | -2.7% | +0.5% |
| 3M | -12.5% | -3.4% | -9.1% | -11.5% |
| 6M | -18.5% | +12.8% | -31.3% | -27.7% |
| YTD | -61.6% | +21.0% | -82.6% | -68.4% |
| 1Y | -64.1% | +40.5% | -104.6% | -78.3% |
| All | -64.1% | +41.3% | -105.4% | -78.3% |
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