+5,150.0%
FFIV vs RY
+5,109.2%
+40.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | -1.0% | +3.1% | -4.1% | -2.7% |
| 30D | -5.1% | -0.3% | -4.7% | -5.0% |
| 3M | -4.5% | +8.7% | -13.1% | -9.0% |
| 6M | +36.5% | +28.5% | +7.9% | +17.6% |
| YTD | +53.0% | +25.1% | +27.9% | +33.9% |
| 1Y | +24.2% | +46.3% | -22.1% | -0.7% |
| 3Y | +137.2% | +154.9% | -17.7% | +35.8% |
| 5Y | +91.8% | +140.3% | -48.5% | +13.3% |
| 10Y | +215.2% | +377.0% | -161.9% | +22.2% |
| All | +5,150.0% | +5,109.2% | +40.8% | +359.2% |
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