+155.7%
FDX vs RY
+355.6%
-199.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.6% |
| 7D | -2.1% | -3.0% | +0.9% | +0.2% |
| 30D | +10.4% | +6.3% | +4.1% | +5.7% |
| 3M | +0.5% | -2.6% | +3.0% | +2.2% |
| 6M | +6.5% | +13.9% | -7.5% | -3.7% |
| YTD | +40.2% | +21.7% | +18.6% | +20.8% |
| 1Y | +52.1% | +40.4% | +11.6% | +17.8% |
| 3Y | +72.8% | +161.3% | -88.5% | -16.7% |
| 5Y | +76.3% | +126.5% | -50.2% | -6.1% |
| 10Y | +155.7% | +354.3% | -198.6% | -8.2% |
| All | +155.7% | +355.6% | -199.9% | -8.2% |
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 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