-18.6%
FIG vs RY
+27.2%
-45.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.7% |
| 7D | -16.3% | +3.1% | -19.4% | -15.0% |
| 30D | -14.3% | -0.3% | -14.0% | -13.9% |
| 3M | +7.2% | +8.7% | -1.5% | +7.1% |
| 6M | -18.6% | +28.5% | -47.2% | -26.3% |
| All | -18.6% | +27.2% | -45.8% | -26.3% |
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