+398.9%
RY vs FIVN
+318.5%
+80.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.5% |
| 7D | +3.1% | -2.3% | +5.4% | +3.3% |
| 30D | -0.3% | +12.4% | -12.7% | -1.4% |
| 3M | +8.7% | +36.0% | -27.4% | +5.6% |
| 6M | +28.5% | +86.0% | -57.4% | +21.1% |
| YTD | +25.1% | +65.9% | -40.8% | +18.6% |
| 1Y | +46.3% | +26.5% | +19.8% | +41.5% |
| 3Y | +154.9% | -54.2% | +209.2% | +162.5% |
| 5Y | +140.3% | -80.5% | +220.7% | +156.5% |
| 10Y | +377.0% | +109.6% | +267.4% | +324.2% |
| All | +398.9% | +318.5% | +80.4% | +316.6% |
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