+2,391.7%
FDX vs RY
+11,573.6%
-9,182.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | -2.5% | +3.1% | -5.6% | -4.2% |
| 30D | +3.8% | -0.3% | +4.1% | +3.9% |
| 3M | -1.3% | +8.7% | -10.0% | -5.9% |
| 6M | +5.0% | +28.5% | -23.5% | -8.7% |
| YTD | +39.6% | +25.1% | +14.5% | +23.0% |
| 1Y | +81.1% | +46.3% | +34.8% | +46.3% |
| 3Y | +63.0% | +154.9% | -91.9% | -3.7% |
| 5Y | +65.6% | +140.3% | -74.7% | +0.9% |
| 10Y | +183.4% | +377.0% | -193.7% | +20.4% |
| All | +2,391.7% | +11,573.6% | -9,182.0% | +181.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling