+358.9%
FERG vs RY
+371.6%
-12.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.7% |
| 7D | +3.4% | +2.7% | +0.7% | +2.4% |
| 30D | -11.5% | -1.0% | -10.5% | -11.3% |
| 3M | +1.3% | +7.6% | -6.4% | -1.3% |
| 6M | -1.0% | +29.5% | -30.4% | -9.2% |
| YTD | +3.2% | +24.2% | -21.0% | -4.1% |
| 1Y | -3.0% | +46.4% | -49.4% | -14.5% |
| 3Y | +55.0% | +159.4% | -104.4% | +15.3% |
| 5Y | +72.6% | +141.8% | -69.2% | +31.0% |
| 10Y | +358.9% | +373.9% | -15.0% | +232.8% |
| All | +358.9% | +371.6% | -12.7% | +232.8% |
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