+184.5%
FDX vs RY
+373.9%
-189.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | 0.0% |
| 7D | -2.5% | +3.1% | -5.6% | -4.7% |
| 30D | +3.8% | -0.3% | +4.1% | +3.9% |
| 3M | -1.3% | +8.7% | -10.0% | -7.4% |
| 6M | +5.0% | +28.5% | -23.5% | -12.8% |
| YTD | +39.6% | +25.1% | +14.5% | +17.9% |
| 1Y | +81.1% | +46.3% | +34.8% | +36.2% |
| 3Y | +63.0% | +154.9% | -91.9% | -20.0% |
| 5Y | +65.6% | +140.3% | -74.7% | -15.7% |
| All | +184.5% | +373.9% | -189.5% | -5.8% |
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