+499.7%
FICO vs RY
+360.6%
+139.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.6% |
| 7D | -0.9% | -0.9% | 0.0% | -0.5% |
| 30D | +3.3% | +5.9% | -2.5% | -1.4% |
| 3M | -31.7% | -4.3% | -27.5% | -29.8% |
| 6M | -34.0% | +12.1% | -46.1% | -40.5% |
| YTD | -58.3% | +20.3% | -78.6% | -64.7% |
| 1Y | -57.9% | +41.0% | -98.9% | -68.7% |
| 3Y | -24.1% | +157.5% | -181.6% | -66.3% |
| 5Y | +85.3% | +123.2% | -37.9% | -8.4% |
| All | +499.7% | +360.6% | +139.1% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling