+358.7%
RY vs FDS
+135.4%
+223.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | -0.3% |
| 7D | -0.9% | -0.5% | -0.4% | -0.8% |
| 30D | +5.9% | +20.2% | -14.3% | +0.7% |
| 3M | -4.3% | +19.9% | -24.1% | -9.4% |
| 6M | +12.1% | +56.2% | -44.0% | -3.2% |
| YTD | +20.3% | +14.6% | +5.7% | +13.2% |
| 1Y | +41.0% | +31.6% | +9.4% | +25.9% |
| 3Y | +157.5% | -23.8% | +181.4% | +175.0% |
| 5Y | +123.2% | -22.6% | +145.8% | +132.8% |
| All | +358.7% | +135.4% | +223.4% | +209.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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