+2,357.1%
FDX vs RY
+11,266.1%
-8,909.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -1.0% | -2.2% |
| 7D | +2.9% | -1.1% | +4.0% | +3.6% |
| 30D | +9.6% | +4.4% | +5.2% | +7.0% |
| 3M | +2.4% | -2.9% | +5.3% | +3.9% |
| 6M | +9.2% | +15.6% | -6.4% | +0.5% |
| YTD | +37.7% | +21.8% | +15.9% | +23.1% |
| 1Y | +56.1% | +42.6% | +13.5% | +27.8% |
| 3Y | +68.9% | +160.9% | -92.0% | -1.3% |
| 5Y | +79.0% | +126.1% | -47.1% | +12.7% |
| 10Y | +163.9% | +371.7% | -207.8% | +12.9% |
| All | +2,357.1% | +11,266.1% | -8,909.0% | +181.8% |
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 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