+79.0%
FDX vs RY
+124.6%
-45.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -1.0% | -2.0% |
| 7D | +2.9% | -1.1% | +4.0% | +3.7% |
| 30D | +9.6% | +4.4% | +5.2% | +6.5% |
| 3M | +2.4% | -2.9% | +5.3% | +4.2% |
| 6M | +9.2% | +15.6% | -6.4% | -1.2% |
| YTD | +37.7% | +21.8% | +15.9% | +20.1% |
| 1Y | +56.1% | +42.6% | +13.5% | +22.6% |
| 3Y | +68.9% | +160.9% | -92.0% | -12.9% |
| 5Y | +79.0% | +126.1% | -47.1% | +4.4% |
| All | +79.0% | +124.6% | -45.7% | +4.4% |
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