+318.8%
RL vs FLR
+21.0%
+297.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | +1.9% | +0.7% | +1.2% | +1.7% |
| 30D | -12.2% | -0.7% | -11.5% | -12.4% |
| 3M | -6.6% | +14.3% | -21.0% | -10.0% |
| 6M | +3.2% | +25.6% | -22.4% | -3.0% |
| YTD | -1.3% | +42.9% | -44.2% | -9.8% |
| 1Y | +13.6% | +38.7% | -25.2% | +4.0% |
| 3Y | +210.9% | +61.8% | +149.1% | +168.1% |
| 5Y | +246.9% | +254.1% | -7.2% | +152.4% |
| All | +318.8% | +21.0% | +297.8% | +257.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling