+1,397.3%
FANG vs RY
+504.7%
+892.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.2% |
| 7D | +0.8% | +3.1% | -2.3% | -2.2% |
| 30D | +7.6% | -0.3% | +7.9% | +7.6% |
| 3M | -1.3% | +8.7% | -10.0% | -10.0% |
| 6M | +14.7% | +28.5% | -13.9% | -12.7% |
| YTD | +34.8% | +25.1% | +9.7% | +4.9% |
| 1Y | +42.9% | +46.3% | -3.4% | -5.7% |
| 3Y | +43.8% | +154.9% | -111.2% | -49.2% |
| 5Y | +225.8% | +140.3% | +85.5% | +22.3% |
| 10Y | +171.9% | +377.0% | -205.2% | -41.1% |
| All | +1,397.3% | +504.7% | +892.6% | +189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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