+2,378.6%
RL vs FLR
+530.7%
+1,847.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +8.3% | -2.5% | +3.6% |
| 7D | +0.2% | +8.5% | -8.3% | -1.9% |
| 30D | +7.3% | -0.7% | +8.0% | +7.4% |
| 3M | +1.0% | -11.7% | +12.7% | +3.7% |
| 6M | +11.8% | +16.2% | -4.4% | +5.2% |
| YTD | +13.6% | +27.0% | -13.4% | +3.3% |
| 1Y | +24.0% | +10.1% | +14.0% | +17.1% |
| 3Y | +256.6% | +46.2% | +210.4% | +197.2% |
| 5Y | +240.2% | +121.4% | +118.8% | +143.1% |
| 10Y | +373.0% | +11.0% | +362.0% | +245.1% |
| All | +2,378.6% | +530.7% | +1,847.8% | +855.1% |
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