-55.5%
FIS vs RY
+354.4%
-409.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.9% |
| 7D | -27.4% | -0.6% | -26.8% | -27.6% |
| 30D | -16.8% | +6.1% | -23.0% | -20.9% |
| 3M | -32.6% | -3.4% | -29.3% | -31.6% |
| 6M | -33.4% | +12.8% | -46.2% | -39.8% |
| YTD | -56.0% | +21.0% | -77.1% | -62.4% |
| 1Y | -55.1% | +40.5% | -95.5% | -65.7% |
| 3Y | -41.4% | +159.9% | -201.3% | -72.3% |
| 5Y | -72.7% | +125.0% | -197.6% | -85.6% |
| 10Y | -55.5% | +350.6% | -406.0% | -84.6% |
| All | -55.5% | +354.4% | -409.8% | -84.6% |
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 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