+580.3%
RY vs FIVE
+868.1%
-287.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -1.4% |
| 7D | +3.1% | +4.3% | -1.1% | +2.5% |
| 30D | -0.3% | +12.5% | -12.8% | -2.2% |
| 3M | +8.7% | +31.2% | -22.6% | +4.2% |
| 6M | +28.5% | +14.4% | +14.2% | +25.1% |
| YTD | +25.1% | +33.9% | -8.8% | +18.9% |
| 1Y | +46.3% | +65.1% | -18.8% | +34.4% |
| 3Y | +154.9% | +49.0% | +106.0% | +129.2% |
| 5Y | +140.3% | +30.3% | +110.0% | +115.0% |
| 10Y | +377.0% | +481.1% | -104.1% | +235.2% |
| All | +580.3% | +868.1% | -287.9% | +343.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling