+2,054.3%
FLUT vs RY
+3,223.8%
-1,169.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -1.6% | +3.1% | -4.8% | -2.0% |
| 30D | +7.7% | -0.3% | +8.1% | +7.8% |
| 3M | -0.7% | +8.7% | -9.4% | -1.8% |
| 6M | -11.2% | +28.5% | -39.7% | -14.1% |
| YTD | -53.4% | +25.1% | -78.6% | -54.8% |
| 1Y | -65.8% | +46.3% | -112.1% | -67.4% |
| 3Y | -44.9% | +154.9% | -199.9% | -50.7% |
| 5Y | -49.7% | +140.3% | -190.0% | -54.7% |
| 10Y | -9.7% | +377.0% | -386.8% | -20.9% |
| All | +2,054.3% | +3,223.8% | -1,169.5% | +1,672.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling