+125.0%
RY vs FDS
-22.8%
+147.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -0.6% | -2.0% | +1.4% | -0.3% |
| 30D | +6.1% | +13.5% | -7.4% | +4.3% |
| 3M | -3.4% | +15.2% | -18.5% | -5.5% |
| 6M | +12.8% | +47.0% | -34.3% | +5.2% |
| YTD | +21.0% | +13.9% | +7.1% | +18.9% |
| 1Y | +40.5% | +25.2% | +15.3% | +34.1% |
| 3Y | +159.9% | -25.3% | +185.2% | +184.5% |
| 5Y | +125.0% | -23.3% | +148.3% | +135.8% |
| All | +125.0% | -22.8% | +147.7% | +135.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling