+571.6%
FE vs RY
+4,539.5%
-3,967.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +0.6% | +2.7% | -2.1% | -0.2% |
| 30D | -2.1% | -1.0% | -1.2% | -1.9% |
| 3M | +2.6% | +7.6% | -5.0% | 0.0% |
| 6M | -6.8% | +29.5% | -36.2% | -14.5% |
| YTD | +6.9% | +24.2% | -17.3% | -0.8% |
| 1Y | +11.6% | +46.4% | -34.8% | -2.0% |
| 3Y | +47.7% | +159.4% | -111.7% | +6.9% |
| 5Y | +46.2% | +141.8% | -95.6% | +7.6% |
| 10Y | +109.2% | +373.9% | -264.7% | +23.3% |
| All | +571.6% | +4,539.5% | -3,967.9% | +144.9% |
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