+866.4%
FITB vs RY
+11,191.3%
-10,324.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.5% | +1.6% |
| 7D | +0.5% | -0.6% | +1.1% | +1.0% |
| 30D | +7.0% | +6.1% | +0.9% | +1.3% |
| 3M | -4.4% | -3.4% | -1.0% | -1.4% |
| 6M | +11.6% | +12.8% | -1.2% | -0.3% |
| YTD | +18.6% | +21.0% | -2.4% | -0.7% |
| 1Y | +29.8% | +40.5% | -10.6% | -5.3% |
| 3Y | +140.7% | +159.9% | -19.2% | -1.0% |
| 5Y | +48.6% | +125.0% | -76.4% | -28.8% |
| 10Y | +224.4% | +350.6% | -126.2% | -10.0% |
| All | +866.4% | +11,191.3% | -10,324.9% | -41.4% |
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 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