+247.0%
RL vs FLR
+27.4%
+219.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.3% | -4.7% | -2.1% |
| 7D | -4.2% | -0.8% | -3.3% | -4.0% |
| 30D | +4.3% | -9.1% | +13.4% | +6.5% |
| 3M | -4.6% | -4.7% | +0.1% | -4.8% |
| 6M | +1.7% | -14.2% | +16.0% | +3.3% |
| YTD | +7.3% | +17.3% | -9.9% | -0.6% |
| 1Y | +20.8% | +4.3% | +16.5% | +15.3% |
| 3Y | +247.0% | +30.7% | +216.2% | +189.2% |
| All | +247.0% | +27.4% | +219.5% | +189.2% |
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 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