-51.7%
FIG vs RY
+46.4%
-98.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.0% | +2.2% | +4.8% |
| 7D | -4.7% | +2.5% | -7.1% | -5.0% |
| 30D | +0.5% | +8.4% | -7.9% | -0.1% |
| 3M | -18.4% | +1.2% | -19.6% | -18.7% |
| 6M | +10.9% | +19.4% | -8.5% | -0.2% |
| YTD | -40.8% | +25.4% | -66.2% | -48.1% |
| 1Y | -51.7% | +46.7% | -98.4% | -69.2% |
| All | -51.7% | +46.4% | -98.1% | -69.2% |
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