+350.6%
RY vs FLR
+10.4%
+340.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.5% | -7.9% | -0.5% |
| 7D | -0.6% | +5.1% | -5.7% | -1.3% |
| 30D | +6.1% | -0.5% | +6.6% | +6.1% |
| 3M | -3.4% | -3.5% | +0.1% | -3.2% |
| 6M | +12.8% | +16.5% | -3.7% | +9.5% |
| YTD | +21.0% | +27.3% | -6.3% | +15.4% |
| 1Y | +40.5% | +10.6% | +29.8% | +36.5% |
| 3Y | +159.9% | +39.4% | +120.5% | +137.0% |
| 5Y | +125.0% | +126.4% | -1.4% | +88.5% |
| 10Y | +350.6% | +8.4% | +342.2% | +273.4% |
| All | +350.6% | +10.4% | +340.2% | +273.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling