+70.2%
FDX vs RY
+158.9%
-88.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -1.0% | -2.1% |
| 7D | +2.9% | -1.1% | +4.0% | +3.6% |
| 30D | +9.6% | +4.4% | +5.2% | +6.8% |
| 3M | +2.4% | -2.9% | +5.3% | +4.2% |
| 6M | +9.2% | +15.6% | -6.4% | -0.8% |
| YTD | +37.7% | +21.8% | +15.9% | +20.8% |
| 1Y | +56.1% | +42.6% | +13.5% | +24.0% |
| All | +70.2% | +158.9% | -88.7% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling