+226.3%
RL vs FLR
+245.1%
-18.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.2% | -2.6% |
| 7D | -0.3% | -3.1% | +2.9% | +0.5% |
| 30D | -17.5% | +4.9% | -22.5% | -18.7% |
| 3M | -14.0% | +10.8% | -24.8% | -17.3% |
| 6M | -2.0% | +19.7% | -21.6% | -8.4% |
| YTD | -4.6% | +38.4% | -43.0% | -14.6% |
| 1Y | +9.5% | +34.7% | -25.2% | -1.9% |
| 3Y | +200.5% | +56.7% | +143.8% | +144.5% |
| 5Y | +226.3% | +241.6% | -15.4% | +104.9% |
| All | +226.3% | +245.1% | -18.8% | +104.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling