-57.9%
FICO vs RY
+40.6%
-98.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.4% |
| 7D | -0.9% | -0.9% | 0.0% | -1.0% |
| 30D | +3.3% | +5.9% | -2.5% | +2.7% |
| 3M | -31.7% | -4.3% | -27.5% | -31.9% |
| 6M | -34.0% | +12.1% | -46.1% | -37.2% |
| YTD | -58.3% | +20.3% | -78.6% | -61.2% |
| 1Y | -57.9% | +41.0% | -98.9% | -65.7% |
| All | -57.9% | +40.6% | -98.5% | -65.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling