+2,078.1%
RL vs FLR
+603.8%
+1,474.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.4% | +2.7% |
| 7D | -0.8% | +5.4% | -6.2% | -2.3% |
| 30D | -7.8% | +11.4% | -19.2% | -11.3% |
| 3M | -4.0% | +11.4% | -15.4% | -8.1% |
| 6M | -1.9% | +16.6% | -18.5% | -8.0% |
| YTD | -0.2% | +41.7% | -41.9% | -11.6% |
| 1Y | +10.7% | +35.4% | -24.7% | -1.4% |
| 3Y | +210.8% | +57.3% | +153.5% | +154.3% |
| 5Y | +238.2% | +241.0% | -2.8% | +114.1% |
| 10Y | +313.4% | +16.6% | +296.7% | +198.0% |
| All | +2,078.1% | +603.8% | +1,474.2% | +717.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling