-53.7%
FIS vs RY
+38.8%
-92.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.2% |
| 7D | +2.8% | +0.6% | +2.2% | +2.9% |
| 30D | -16.7% | +5.0% | -21.8% | -17.5% |
| 3M | -32.3% | -5.3% | -27.0% | -31.7% |
| 6M | -29.1% | +13.8% | -42.9% | -31.3% |
| YTD | -54.1% | +21.0% | -75.1% | -56.1% |
| 1Y | -53.7% | +40.5% | -94.2% | -59.0% |
| All | -53.7% | +38.8% | -92.5% | -59.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling