+141.9%
RY vs FIVE
+31.2%
+110.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -1.3% |
| 7D | +3.1% | +4.3% | -1.1% | +2.6% |
| 30D | -0.3% | +12.5% | -12.8% | -1.7% |
| 3M | +8.7% | +31.2% | -22.6% | +5.2% |
| 6M | +28.5% | +14.4% | +14.2% | +25.9% |
| YTD | +25.1% | +33.9% | -8.8% | +20.3% |
| 1Y | +46.3% | +65.1% | -18.8% | +37.1% |
| 3Y | +154.9% | +49.0% | +106.0% | +137.7% |
| All | +141.9% | +31.2% | +110.7% | +123.6% |
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