-63.3%
FND vs RY
+123.4%
-186.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -6.8% | +0.6% | -7.4% | -7.3% |
| 30D | +8.0% | +5.0% | +2.9% | +3.6% |
| 3M | -18.9% | -5.3% | -13.6% | -14.5% |
| 6M | +4.7% | +13.8% | -9.1% | -7.4% |
| YTD | -21.6% | +21.0% | -42.5% | -34.4% |
| 1Y | -22.0% | +40.5% | -62.5% | -43.2% |
| 3Y | -40.4% | +159.7% | -200.1% | -76.3% |
| All | -63.3% | +123.4% | -186.7% | -82.8% |
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