-45.4%
FND vs RY
+45.9%
-91.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -3.8% |
| 7D | +0.4% | +2.7% | -2.3% | -2.4% |
| 30D | -23.6% | -1.0% | -22.6% | -23.0% |
| 3M | +4.3% | +7.6% | -3.3% | -5.2% |
| 6M | -20.3% | +29.5% | -49.7% | -41.3% |
| YTD | -21.3% | +24.2% | -45.5% | -40.4% |
| 1Y | -45.4% | +46.4% | -91.8% | -66.7% |
| All | -45.4% | +45.9% | -91.3% | -66.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling