+3,689.8%
FN vs RY
+647.6%
+3,042.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.6% |
| 7D | -1.7% | +3.1% | -4.8% | -3.9% |
| 30D | -22.0% | -0.3% | -21.7% | -21.5% |
| 3M | -43.0% | +8.7% | -51.7% | -46.2% |
| 6M | -27.7% | +28.5% | -56.3% | -39.2% |
| YTD | -10.5% | +25.1% | -35.6% | -23.3% |
| 1Y | +12.5% | +46.3% | -33.8% | -13.3% |
| 3Y | +153.8% | +154.9% | -1.1% | +33.0% |
| 5Y | +288.0% | +140.3% | +147.7% | +110.3% |
| 10Y | +906.4% | +377.0% | +529.4% | +239.7% |
| All | +3,689.8% | +647.6% | +3,042.2% | +747.8% |
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 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