+123.3%
RY vs FIVE
+14.2%
+109.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.0% |
| 3M | -4.3% | +4.0% | -8.2% | -4.9% |
| 6M | +12.1% | +2.6% | +9.5% | +11.3% |
| YTD | +20.3% | +27.6% | -7.3% | +16.1% |
| 1Y | +41.0% | +59.9% | -18.9% | +32.6% |
| 3Y | +157.5% | +35.8% | +121.8% | +143.3% |
| All | +123.3% | +14.2% | +109.2% | +113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling