+159.7%
RY vs FLR
+35.7%
+124.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | +0.6% | +5.4% | -4.8% | 0.0% |
| 30D | +5.0% | +2.8% | +2.2% | +4.6% |
| 3M | -5.3% | -6.4% | +1.1% | -4.8% |
| 6M | +13.8% | +8.8% | +5.1% | +12.0% |
| YTD | +21.0% | +23.6% | -2.6% | +16.8% |
| 1Y | +40.5% | +13.8% | +26.7% | +36.8% |
| 3Y | +159.7% | +36.5% | +123.2% | +128.2% |
| All | +159.7% | +35.7% | +124.0% | +128.2% |
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