+38.4%
FFIV vs RY
+125.1%
-86.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +1.9% | -0.5% | +2.4% | +2.2% |
| 30D | -33.3% | +4.7% | -38.1% | -35.2% |
| 3M | -24.9% | -4.5% | -20.4% | -23.0% |
| 6M | -10.5% | +12.5% | -23.1% | -17.0% |
| YTD | +24.4% | +21.1% | +3.3% | +9.9% |
| 1Y | +32.3% | +38.6% | -6.4% | +7.3% |
| 3Y | +99.7% | +160.2% | -60.5% | +5.8% |
| 5Y | +38.4% | +124.7% | -86.3% | -20.4% |
| All | +38.4% | +125.1% | -86.7% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling