+10,736.0%
RY vs FDS
+10,727.5%
+8.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.8% |
| 7D | -1.1% | +6.4% | -7.5% | -2.5% |
| 30D | +4.4% | +25.2% | -20.7% | -0.9% |
| 3M | -2.9% | +22.9% | -25.9% | -8.0% |
| 6M | +15.6% | +56.5% | -40.9% | +2.3% |
| YTD | +21.8% | +19.0% | +2.9% | +13.8% |
| 1Y | +42.6% | +32.7% | +9.9% | +29.4% |
| 3Y | +160.9% | -20.4% | +181.3% | +165.0% |
| 5Y | +126.1% | -19.6% | +145.7% | +127.1% |
| 10Y | +371.7% | +148.5% | +223.2% | +259.4% |
| All | +10,736.0% | +10,727.5% | +8.5% | +4,648.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling