-49.4%
FLUT vs RY
+125.2%
-174.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.6% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | +3.4% | +6.1% | -2.7% | -1.0% |
| 3M | -12.5% | -3.4% | -9.1% | -10.8% |
| 6M | -18.5% | +12.8% | -31.3% | -26.3% |
| YTD | -61.6% | +21.0% | -82.6% | -67.2% |
| 1Y | -64.1% | +40.5% | -104.6% | -72.5% |
| 3Y | -44.5% | +159.9% | -204.3% | -73.9% |
| All | -49.4% | +125.2% | -174.6% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling