-56.6%
FICO vs RY
+43.0%
-99.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +0.9% |
| 7D | -0.3% | -1.1% | +0.9% | -0.2% |
| 30D | +1.7% | +4.4% | -2.7% | +1.3% |
| 3M | -35.2% | -2.9% | -32.2% | -35.4% |
| 6M | -33.7% | +15.6% | -49.2% | -37.2% |
| YTD | -58.2% | +21.8% | -80.0% | -60.9% |
| 1Y | -56.6% | +42.6% | -99.2% | -63.8% |
| All | -56.6% | +43.0% | -99.6% | -63.8% |
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