+4,091.5%
FFIV vs RY
+4,971.9%
-880.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.9% | -2.6% | -3.8% |
| 7D | -14.2% | -1.1% | -13.1% | -13.6% |
| 30D | -33.6% | +4.4% | -38.1% | -35.4% |
| 3M | -24.2% | -2.9% | -21.3% | -23.1% |
| 6M | -8.3% | +15.6% | -23.9% | -15.9% |
| YTD | +22.1% | +21.8% | +0.3% | +8.3% |
| 1Y | +26.5% | +42.6% | -16.1% | +2.3% |
| 3Y | +102.3% | +160.9% | -58.6% | +14.2% |
| 5Y | +40.6% | +126.1% | -85.4% | -14.1% |
| 10Y | +129.7% | +371.7% | -242.0% | -10.6% |
| All | +4,091.5% | +4,971.9% | -880.5% | +271.5% |
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