+143.3%
FN vs RY
+124.6%
+18.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.9% | -11.4% | -11.9% |
| 7D | -16.0% | -1.1% | -14.9% | -15.1% |
| 30D | -40.1% | +4.4% | -44.5% | -42.2% |
| 3M | -43.9% | -2.9% | -41.0% | -42.3% |
| 6M | -55.6% | +15.6% | -71.2% | -60.4% |
| YTD | -35.7% | +21.8% | -57.5% | -44.9% |
| 1Y | -39.8% | +42.6% | -82.4% | -54.0% |
| 3Y | +80.3% | +160.9% | -80.6% | -10.6% |
| 5Y | +143.3% | +126.1% | +17.2% | +31.8% |
| All | +143.3% | +124.6% | +18.7% | +31.8% |
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