-5.0%
FIG vs RY
+15.7%
-20.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.9% | -13.8% | -16.7% |
| 7D | -17.4% | -1.1% | -16.3% | -17.1% |
| 30D | -15.9% | +4.4% | -20.3% | -13.1% |
| 3M | -34.5% | -2.9% | -31.5% | -35.3% |
| 6M | -5.0% | +15.6% | -20.6% | +9.6% |
| All | -5.0% | +15.7% | -20.7% | +9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling