+373.9%
RY vs FLR
+18.9%
+355.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | +2.7% | +0.7% | +2.1% | +2.6% |
| 30D | -1.0% | -0.7% | -0.3% | -1.0% |
| 3M | +7.6% | +14.3% | -6.7% | +5.1% |
| 6M | +29.5% | +25.6% | +3.9% | +24.2% |
| YTD | +24.2% | +42.9% | -18.7% | +16.8% |
| 1Y | +46.4% | +38.7% | +7.7% | +37.9% |
| 3Y | +159.4% | +61.8% | +97.6% | +132.1% |
| 5Y | +141.8% | +254.1% | -112.2% | +90.5% |
| 10Y | +373.9% | +20.0% | +353.9% | +284.8% |
| All | +373.9% | +18.9% | +355.0% | +284.8% |
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