+59.9%
FND vs RY
+299.6%
-239.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.2% |
| 3M | -14.6% | -4.3% | -10.3% | -10.8% |
| 6M | +0.5% | +12.1% | -11.7% | -10.0% |
| YTD | -15.8% | +20.3% | -36.1% | -29.4% |
| 1Y | -12.9% | +41.0% | -53.9% | -37.2% |
| 3Y | -34.2% | +157.5% | -191.7% | -73.8% |
| 5Y | -61.6% | +123.2% | -184.7% | -82.4% |
| All | +59.9% | +299.6% | -239.7% | -52.4% |
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