+157.5%
RY vs FIVE
+34.8%
+122.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -0.9% | -0.3% | -0.6% | -0.9% |
| 30D | +5.9% | +17.7% | -11.8% | +4.6% |
| 3M | -4.3% | +4.0% | -8.2% | -4.7% |
| 6M | +12.1% | +2.6% | +9.5% | +11.6% |
| YTD | +20.3% | +27.6% | -7.3% | +17.5% |
| 1Y | +41.0% | +59.9% | -18.9% | +35.4% |
| 3Y | +157.5% | +35.8% | +121.8% | +142.9% |
| All | +157.5% | +34.8% | +122.7% | +142.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling