+32.0%
FFIV vs RY
+42.5%
-10.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.6% |
| 7D | -2.1% | -0.2% | -1.9% | -1.9% |
| 30D | -33.8% | +7.1% | -40.8% | -35.7% |
| 3M | -20.6% | -2.7% | -17.9% | -19.5% |
| 6M | -10.2% | +13.8% | -24.0% | -14.7% |
| YTD | +24.5% | +22.1% | +2.4% | +14.5% |
| All | +32.0% | +42.5% | -10.6% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling