+216.2%
RL vs FLR
+56.7%
+159.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.4% | +2.6% |
| 7D | -0.8% | +5.4% | -6.2% | -2.1% |
| 30D | -7.8% | +11.4% | -19.2% | -11.0% |
| 3M | -4.0% | +11.4% | -15.4% | -7.8% |
| 6M | -1.9% | +16.6% | -18.5% | -7.8% |
| YTD | -0.2% | +41.7% | -41.9% | -11.4% |
| 1Y | +10.7% | +35.4% | -24.7% | -1.3% |
| All | +216.2% | +56.7% | +159.5% | +148.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling