+1,658.1%
FLUT vs RY
+3,094.9%
-1,436.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -1.4% |
| 7D | -1.1% | -0.9% | -0.2% | -1.0% |
| 30D | +7.7% | +5.9% | +1.9% | +6.9% |
| 3M | -12.2% | -4.3% | -7.9% | -11.7% |
| 6M | -17.6% | +12.1% | -29.7% | -18.9% |
| YTD | -62.0% | +20.3% | -82.3% | -63.0% |
| 1Y | -62.3% | +41.0% | -103.3% | -63.9% |
| 3Y | -52.0% | +157.5% | -209.5% | -57.0% |
| 5Y | -51.8% | +123.2% | -175.0% | -56.3% |
| 10Y | -26.3% | +365.7% | -392.0% | -35.2% |
| All | +1,658.1% | +3,094.9% | -1,436.8% | +1,353.5% |
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 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