+127.8%
FFIV vs RY
+360.6%
-232.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.5% |
| 7D | -8.1% | -0.9% | -7.2% | -7.7% |
| 30D | -33.4% | +5.9% | -39.2% | -35.6% |
| 3M | -24.7% | -4.3% | -20.5% | -23.0% |
| 6M | -8.8% | +12.1% | -21.0% | -15.1% |
| YTD | +21.8% | +20.3% | +1.5% | +8.6% |
| 1Y | +25.3% | +41.0% | -15.7% | +1.6% |
| 3Y | +101.2% | +157.5% | -56.4% | +12.8% |
| 5Y | +40.2% | +123.2% | -83.0% | -14.9% |
| All | +127.8% | +360.6% | -232.8% | -4.0% |
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