+90.3%
FOXA vs RY
+254.7%
-164.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.2% |
| 7D | -0.6% | +2.7% | -3.3% | -2.4% |
| 30D | +2.3% | -1.0% | +3.3% | +3.0% |
| 3M | -2.8% | +7.6% | -10.5% | -7.7% |
| 6M | +9.6% | +29.5% | -19.9% | -8.4% |
| YTD | -9.9% | +24.2% | -34.1% | -22.7% |
| 1Y | +5.4% | +46.4% | -41.0% | -19.4% |
| 3Y | +115.3% | +159.4% | -44.2% | +8.1% |
| 5Y | +93.1% | +141.8% | -48.8% | +0.5% |
| All | +90.3% | +254.7% | -164.4% | -27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling