-34.2%
FND vs RY
+155.6%
-189.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | +0.8% |
| 7D | +7.7% | -0.9% | +8.6% | +8.9% |
| 30D | +11.9% | +5.9% | +6.0% | +6.6% |
| 3M | -14.6% | -4.3% | -10.3% | -11.0% |
| 6M | +0.5% | +12.1% | -11.7% | -9.6% |
| YTD | -15.8% | +20.3% | -36.1% | -28.9% |
| 1Y | -12.9% | +41.0% | -53.9% | -36.0% |
| 3Y | -34.2% | +157.5% | -191.7% | -72.3% |
| All | -34.2% | +155.6% | -189.7% | -72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling