-83.7%
FIG vs RY
+58.7%
-142.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.5% |
| 7D | -13.1% | -0.9% | -12.2% | -12.2% |
| 30D | -13.0% | +5.9% | -18.9% | -13.1% |
| 3M | -21.5% | -4.3% | -17.3% | -20.1% |
| 6M | -2.5% | +12.1% | -14.6% | -10.5% |
| YTD | -49.7% | +20.3% | -69.9% | -56.2% |
| 1Y | -59.1% | +41.0% | -100.1% | -70.0% |
| All | -83.7% | +58.7% | -142.4% | -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 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