-83.6%
FIG vs RY
+60.6%
-144.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.3% | +1.6% |
| 7D | -14.3% | -3.0% | -11.3% | -13.1% |
| 30D | -13.6% | +6.3% | -19.9% | -14.0% |
| 3M | -23.7% | -2.6% | -21.1% | -22.9% |
| 6M | -5.4% | +13.9% | -19.3% | -13.8% |
| YTD | -49.2% | +21.7% | -70.9% | -56.0% |
| 1Y | -57.4% | +40.4% | -97.8% | -68.4% |
| All | -83.6% | +60.6% | -144.2% | -89.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling