+123.3%
RY vs FLR
+93.7%
+29.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.6% | -1.7% |
| 7D | -0.9% | -0.8% | -0.1% | -0.8% |
| 30D | +5.9% | -9.1% | +15.0% | +7.2% |
| 3M | -4.3% | -4.7% | +0.4% | -4.1% |
| 6M | +12.1% | -14.2% | +26.4% | +13.4% |
| YTD | +20.3% | +17.3% | +3.0% | +15.7% |
| 1Y | +41.0% | +4.3% | +36.7% | +37.9% |
| 3Y | +157.5% | +30.7% | +126.8% | +130.1% |
| All | +123.3% | +93.7% | +29.7% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling