-55.8%
FIG vs RY
+46.1%
-101.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.3% |
| 7D | -16.3% | +3.1% | -19.4% | -16.6% |
| 30D | -14.3% | -0.3% | -14.0% | -14.1% |
| 3M | +7.2% | +8.7% | -1.5% | +1.9% |
| 6M | -18.6% | +28.5% | -47.2% | -33.1% |
| YTD | -35.5% | +25.1% | -60.6% | -44.8% |
| 1Y | -55.8% | +46.3% | -102.1% | -70.9% |
| All | -55.8% | +46.1% | -101.9% | -70.9% |
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