+126.6%
FFIV vs RY
+367.8%
-241.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.4% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | -33.8% | +7.1% | -40.8% | -36.4% |
| 3M | -20.6% | -2.7% | -17.9% | -19.6% |
| 6M | -10.2% | +13.8% | -24.0% | -17.1% |
| YTD | +24.5% | +22.1% | +2.4% | +10.1% |
| 1Y | +29.3% | +43.1% | -13.8% | +4.0% |
| 3Y | +103.8% | +163.6% | -59.8% | +12.7% |
| 5Y | +40.9% | +126.2% | -85.4% | -15.1% |
| 10Y | +126.6% | +358.7% | -232.1% | -4.6% |
| All | +126.6% | +367.8% | -241.2% | -4.6% |
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