+110.2%
FAST vs RY
+123.9%
-13.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.2% |
| 7D | +4.8% | -0.6% | +5.4% | +5.1% |
| 30D | +8.6% | +6.1% | +2.5% | +5.3% |
| 3M | +5.7% | -3.4% | +9.1% | +7.3% |
| 6M | +25.5% | +12.8% | +12.7% | +16.8% |
| YTD | +39.6% | +21.0% | +18.6% | +24.8% |
| 1Y | +35.5% | +40.5% | -5.0% | +11.6% |
| 3Y | +96.2% | +159.9% | -63.7% | +14.7% |
| 5Y | +110.2% | +125.0% | -14.8% | +32.2% |
| All | +110.2% | +123.9% | -13.7% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling