-52.4%
FIS vs RY
+351.1%
-403.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.3% |
| 7D | +2.8% | +0.6% | +2.2% | +2.4% |
| 30D | -16.7% | +5.0% | -21.8% | -20.2% |
| 3M | -32.3% | -5.3% | -27.0% | -30.3% |
| 6M | -29.1% | +13.8% | -42.9% | -36.3% |
| YTD | -54.1% | +21.0% | -75.1% | -60.8% |
| 1Y | -53.7% | +40.5% | -94.2% | -64.6% |
| 3Y | -38.8% | +159.7% | -198.5% | -71.0% |
| 5Y | -71.1% | +124.3% | -195.4% | -84.7% |
| All | -52.4% | +351.1% | -403.5% | -83.4% |
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