+350.6%
RY vs FIVE
+562.8%
-212.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | -0.3% |
| 7D | -0.6% | +7.3% | -7.9% | -1.7% |
| 30D | +6.1% | +18.1% | -11.9% | +3.3% |
| 3M | -3.4% | +7.7% | -11.1% | -4.8% |
| 6M | +12.8% | +13.6% | -0.8% | +9.6% |
| YTD | +21.0% | +34.6% | -13.6% | +14.0% |
| 1Y | +40.5% | +66.2% | -25.8% | +27.6% |
| 3Y | +159.9% | +43.5% | +116.4% | +132.9% |
| 5Y | +125.0% | +20.7% | +104.3% | +102.7% |
| 10Y | +350.6% | +541.5% | -190.9% | +192.3% |
| All | +350.6% | +562.8% | -212.2% | +192.3% |
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