+348.6%
RY vs FDS
+127.7%
+221.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +0.6% | +1.5% | -0.9% | +0.2% |
| 30D | +5.0% | +14.8% | -9.8% | +1.2% |
| 3M | -5.3% | +16.3% | -21.6% | -9.6% |
| 6M | +13.8% | +66.2% | -52.4% | -3.4% |
| YTD | +21.0% | +16.2% | +4.7% | +13.4% |
| 1Y | +40.5% | +21.8% | +18.7% | +29.2% |
| 3Y | +159.7% | -23.9% | +183.5% | +177.8% |
| 5Y | +124.3% | -23.1% | +147.4% | +135.2% |
| All | +348.6% | +127.7% | +221.0% | +205.6% |
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