+1,382.0%
FERG vs RY
+589.9%
+792.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.5% |
| 7D | -2.1% | -0.9% | -1.2% | -1.9% |
| 30D | +8.7% | +5.9% | +2.8% | +7.4% |
| 3M | -7.4% | -4.3% | -3.2% | -6.5% |
| 6M | -6.6% | +12.1% | -18.8% | -9.0% |
| YTD | +6.6% | +20.3% | -13.7% | +2.4% |
| 1Y | -3.6% | +41.0% | -44.6% | -10.4% |
| 3Y | +56.4% | +157.5% | -101.1% | +30.0% |
| 5Y | +67.5% | +123.2% | -55.7% | +42.1% |
| 10Y | +434.6% | +365.7% | +68.9% | +333.2% |
| All | +1,382.0% | +589.9% | +792.1% | +1,121.5% |
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