+56.7%
FND vs RY
+315.7%
-259.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.4% |
| 7D | -5.2% | +3.1% | -8.3% | -8.0% |
| 30D | -19.9% | -0.3% | -19.6% | -19.8% |
| 3M | +2.7% | +8.7% | -5.9% | -5.4% |
| 6M | -21.7% | +28.5% | -50.2% | -38.4% |
| YTD | -17.5% | +25.1% | -42.6% | -33.5% |
| 1Y | -39.3% | +46.3% | -85.6% | -57.9% |
| 3Y | -49.8% | +154.9% | -204.7% | -79.9% |
| 5Y | -60.1% | +140.3% | -200.4% | -83.0% |
| All | +56.7% | +315.7% | -259.0% | -55.2% |
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