+90.8%
FOXA vs RY
+257.4%
-166.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -2.9% |
| 7D | -4.0% | +3.1% | -7.1% | -5.9% |
| 30D | +12.0% | -0.3% | +12.3% | +12.3% |
| 3M | +0.3% | +8.7% | -8.4% | -5.4% |
| 6M | +12.5% | +28.5% | -16.1% | -5.6% |
| YTD | -9.6% | +25.1% | -34.7% | -22.9% |
| 1Y | +8.6% | +46.3% | -37.7% | -16.9% |
| 3Y | +118.5% | +154.9% | -36.4% | +11.2% |
| 5Y | +88.8% | +140.3% | -51.5% | -1.2% |
| All | +90.8% | +257.4% | -166.6% | -27.3% |
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 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