-54.5%
FIS vs RY
+360.6%
-415.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -1.4% |
| 7D | -25.5% | -0.9% | -24.6% | -25.5% |
| 30D | -15.1% | +5.9% | -20.9% | -19.0% |
| 3M | -32.1% | -4.3% | -27.8% | -30.7% |
| 6M | -36.1% | +12.1% | -48.2% | -42.0% |
| YTD | -55.4% | +20.3% | -75.7% | -61.7% |
| 1Y | -53.9% | +41.0% | -94.9% | -64.8% |
| 3Y | -39.8% | +157.5% | -197.3% | -71.3% |
| 5Y | -71.1% | +123.2% | -194.3% | -84.6% |
| All | -54.5% | +360.6% | -415.1% | -84.3% |
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 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