+3,562.0%
RY vs FLR
+482.5%
+3,079.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.6% | -1.9% |
| 7D | -0.9% | -0.8% | -0.1% | -0.8% |
| 30D | +5.9% | -9.1% | +15.0% | +7.7% |
| 3M | -4.3% | -4.7% | +0.4% | -4.1% |
| 6M | +12.1% | -14.2% | +26.4% | +13.8% |
| YTD | +20.3% | +17.3% | +3.0% | +13.9% |
| 1Y | +41.0% | +4.3% | +36.7% | +36.6% |
| 3Y | +157.5% | +30.7% | +126.8% | +126.9% |
| 5Y | +123.2% | +101.3% | +21.9% | +73.9% |
| 10Y | +365.7% | +12.4% | +353.3% | +245.6% |
| All | +3,562.0% | +482.5% | +3,079.5% | +1,838.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling