+562.4%
RY vs FIVE
+826.1%
-263.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.3% | +1.4% | -2.3% |
| 7D | -1.1% | -1.7% | +0.6% | -0.9% |
| 30D | +4.4% | +14.9% | -10.5% | +2.3% |
| 3M | -2.9% | +7.6% | -10.6% | -4.2% |
| 6M | +15.6% | +6.4% | +9.2% | +13.8% |
| YTD | +21.8% | +28.1% | -6.3% | +16.4% |
| 1Y | +42.6% | +54.7% | -12.1% | +32.4% |
| 3Y | +160.9% | +36.1% | +124.8% | +137.8% |
| 5Y | +126.1% | +14.9% | +111.2% | +106.5% |
| 10Y | +371.7% | +578.8% | -207.1% | +227.9% |
| All | +562.4% | +826.1% | -263.8% | +334.4% |
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