+4.4%
FICO vs RY
+154.9%
-150.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.7% | -16.0% | -16.4% |
| 7D | -19.2% | +3.1% | -22.3% | -20.1% |
| 30D | -14.6% | -0.3% | -14.3% | -14.6% |
| 3M | -20.1% | +8.7% | -28.8% | -23.7% |
| 6M | -36.3% | +28.5% | -64.9% | -44.3% |
| YTD | -44.9% | +25.1% | -70.0% | -51.1% |
| 1Y | -38.6% | +46.3% | -84.9% | -50.1% |
| All | +4.4% | +154.9% | -150.4% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling