+575.3%
FAST vs RY
+360.6%
+214.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.9% |
| 7D | +2.1% | -0.9% | +3.0% | +2.6% |
| 30D | +6.9% | +5.9% | +1.0% | +3.3% |
| 3M | +4.8% | -4.3% | +9.1% | +7.2% |
| 6M | +19.8% | +12.1% | +7.7% | +11.1% |
| YTD | +34.9% | +20.3% | +14.6% | +19.7% |
| 1Y | +32.8% | +41.0% | -8.2% | +7.0% |
| 3Y | +93.7% | +157.5% | -63.8% | +7.0% |
| 5Y | +105.3% | +123.2% | -17.9% | +22.4% |
| All | +575.3% | +360.6% | +214.7% | +178.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling