+120.3%
FOXA vs RY
+155.6%
-35.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.0% |
| 7D | +5.4% | -0.9% | +6.3% | +5.8% |
| 30D | +6.3% | +5.9% | +0.4% | +3.7% |
| 3M | +8.3% | -4.3% | +12.6% | +10.4% |
| 6M | +7.6% | +12.1% | -4.5% | +1.8% |
| YTD | -7.9% | +20.3% | -28.2% | -15.9% |
| 1Y | +2.4% | +41.0% | -38.6% | -14.1% |
| 3Y | +120.3% | +157.5% | -37.2% | +29.3% |
| All | +120.3% | +155.6% | -35.2% | +29.3% |
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