+382.5%
RY vs FIVN
+249.1%
+133.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | -0.6% | -22.4% | +21.8% | +1.2% |
| 30D | +6.1% | -23.8% | +29.9% | +8.1% |
| 3M | -3.4% | -19.5% | +16.2% | -2.3% |
| 6M | +12.8% | +25.6% | -12.8% | +9.7% |
| YTD | +21.0% | +38.4% | -17.4% | +15.8% |
| 1Y | +40.5% | +33.7% | +6.8% | +34.7% |
| 3Y | +159.9% | -56.2% | +216.1% | +167.6% |
| 5Y | +125.0% | -82.9% | +207.9% | +142.1% |
| 10Y | +350.6% | +103.6% | +247.0% | +301.1% |
| All | +382.5% | +249.1% | +133.5% | +306.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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