+582.1%
FE vs RY
+4,586.3%
-4,004.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.1% | -1.0% |
| 7D | +1.7% | +2.5% | -0.8% | +0.9% |
| 30D | +8.1% | +8.4% | -0.3% | +5.3% |
| 3M | -1.3% | +1.2% | -2.5% | -1.8% |
| 6M | +2.9% | +19.4% | -16.5% | -3.1% |
| YTD | +8.6% | +25.4% | -16.9% | +0.4% |
| 1Y | +6.3% | +46.7% | -40.4% | -6.7% |
| 3Y | +45.1% | +168.6% | -123.5% | +3.8% |
| 5Y | +47.1% | +132.3% | -85.1% | +9.6% |
| 10Y | +110.6% | +385.7% | -275.1% | +23.1% |
| All | +582.1% | +4,586.3% | -4,004.2% | +147.8% |
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