+430.3%
FERG vs RY
+354.4%
+76.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.6% | +10.4% | +10.8% |
| 7D | +7.2% | -0.6% | +7.8% | +7.5% |
| 30D | +17.9% | +6.1% | +11.8% | +15.7% |
| 3M | -1.3% | -3.4% | +2.1% | -0.1% |
| 6M | +8.3% | +12.8% | -4.5% | +4.0% |
| YTD | +18.3% | +21.0% | -2.7% | +11.0% |
| 1Y | +4.7% | +40.5% | -35.8% | -6.4% |
| 3Y | +70.3% | +159.9% | -89.6% | +27.2% |
| 5Y | +84.6% | +125.0% | -40.3% | +42.1% |
| 10Y | +430.3% | +350.6% | +79.7% | +305.8% |
| All | +430.3% | +354.4% | +76.0% | +305.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling