+141.9%
RY vs FDS
-17.4%
+159.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.2% |
| 7D | +3.1% | -1.9% | +5.0% | +3.4% |
| 30D | -0.3% | +9.0% | -9.3% | -1.7% |
| 3M | +8.7% | +18.9% | -10.2% | +5.5% |
| 6M | +28.5% | +35.1% | -6.6% | +21.2% |
| YTD | +25.1% | +5.5% | +19.6% | +24.4% |
| 1Y | +46.3% | -16.8% | +63.1% | +54.5% |
| 3Y | +154.9% | -28.1% | +183.0% | +177.9% |
| All | +141.9% | -17.4% | +159.3% | +161.2% |
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