+101.7%
FICO vs RY
+140.8%
-39.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.7% | -16.0% | -16.3% |
| 7D | -19.2% | +3.1% | -22.3% | -20.5% |
| 30D | -14.6% | -0.3% | -14.3% | -14.6% |
| 3M | -20.1% | +8.7% | -28.8% | -24.5% |
| 6M | -36.3% | +28.5% | -64.9% | -45.9% |
| YTD | -44.9% | +25.1% | -70.0% | -52.5% |
| 1Y | -38.6% | +46.3% | -84.9% | -52.2% |
| 3Y | +4.0% | +154.9% | -151.0% | -44.7% |
| All | +101.7% | +140.8% | -39.1% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling