+502.1%
FICO vs RY
+366.5%
+135.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +3.1% |
| 7D | -0.3% | -1.1% | +0.9% | +0.4% |
| 30D | +1.7% | +4.4% | -2.7% | -2.0% |
| 3M | -35.2% | -2.9% | -32.2% | -34.1% |
| 6M | -33.7% | +15.6% | -49.2% | -41.6% |
| YTD | -58.2% | +21.8% | -80.0% | -64.9% |
| 1Y | -56.6% | +42.6% | -99.2% | -68.0% |
| 3Y | -24.0% | +160.9% | -184.9% | -66.6% |
| 5Y | +86.1% | +126.1% | -40.0% | -8.9% |
| All | +502.1% | +366.5% | +135.6% | +64.2% |
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