-84.0%
FIG vs RY
+60.8%
-144.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.9% | -13.8% | -15.6% |
| 7D | -17.4% | -1.1% | -16.3% | -16.7% |
| 30D | -15.9% | +4.4% | -20.3% | -16.1% |
| 3M | -34.5% | -2.9% | -31.5% | -33.7% |
| 6M | -5.0% | +15.6% | -20.6% | -14.4% |
| YTD | -50.7% | +21.8% | -72.5% | -57.2% |
| 1Y | -58.1% | +42.6% | -100.7% | -69.4% |
| All | -84.0% | +60.8% | -144.8% | -89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling