+157.5%
RY vs FLR
+58.4%
+99.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | +3.1% | +5.4% | -2.3% | +2.5% |
| 30D | -0.3% | +11.4% | -11.7% | -1.8% |
| 3M | +8.7% | +11.4% | -2.7% | +6.8% |
| 6M | +28.5% | +16.6% | +11.9% | +25.0% |
| YTD | +25.1% | +41.7% | -16.6% | +18.7% |
| 1Y | +46.3% | +35.4% | +10.9% | +39.3% |
| All | +157.5% | +58.4% | +99.1% | +120.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling