+348.6%
RY vs FIVE
+504.2%
-155.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +0.6% | +2.7% | -2.1% | +0.1% |
| 30D | +5.0% | +12.7% | -7.6% | +3.0% |
| 3M | -5.3% | +2.1% | -7.4% | -5.9% |
| 6M | +13.8% | +17.5% | -3.6% | +10.1% |
| YTD | +21.0% | +31.0% | -10.0% | +14.4% |
| 1Y | +40.5% | +67.7% | -27.2% | +27.5% |
| 3Y | +159.7% | +43.4% | +116.3% | +132.5% |
| 5Y | +124.3% | +18.1% | +106.3% | +102.8% |
| All | +348.6% | +504.2% | -155.5% | +193.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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