+74.9%
FOXA vs RY
+122.0%
-47.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.9% |
| 7D | +5.4% | -0.9% | +6.3% | +5.9% |
| 30D | +6.3% | +5.9% | +0.4% | +3.2% |
| 3M | +8.3% | -4.3% | +12.6% | +10.8% |
| 6M | +7.6% | +12.1% | -4.5% | +0.9% |
| YTD | -7.9% | +20.3% | -28.2% | -17.2% |
| 1Y | +2.4% | +41.0% | -38.6% | -15.9% |
| 3Y | +120.3% | +157.5% | -37.2% | +26.0% |
| All | +74.9% | +122.0% | -47.1% | +7.1% |
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 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