+3,078.0%
FN vs RY
+649.4%
+2,428.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.0% | -9.0% | -8.1% |
| 7D | -7.0% | +2.5% | -9.4% | -8.8% |
| 30D | -24.7% | +8.4% | -33.2% | -29.2% |
| 3M | -35.7% | +1.2% | -36.9% | -36.3% |
| 6M | -52.4% | +19.4% | -71.8% | -58.1% |
| YTD | -25.0% | +25.4% | -50.4% | -36.1% |
| 1Y | -25.7% | +46.7% | -72.4% | -43.0% |
| 3Y | +110.2% | +168.6% | -58.4% | +6.0% |
| 5Y | +192.3% | +132.3% | +60.1% | +61.4% |
| 10Y | +812.3% | +385.7% | +426.6% | +202.9% |
| All | +3,078.0% | +649.4% | +2,428.6% | +606.9% |
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