-53.9%
FIS vs RY
+40.6%
-94.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -2.3% |
| 7D | -25.5% | -0.9% | -24.6% | -25.5% |
| 30D | -15.1% | +5.9% | -20.9% | -16.1% |
| 3M | -32.1% | -4.3% | -27.8% | -31.7% |
| 6M | -36.1% | +12.1% | -48.2% | -38.0% |
| YTD | -55.4% | +20.3% | -75.7% | -57.3% |
| 1Y | -53.9% | +41.0% | -94.9% | -58.4% |
| All | -53.9% | +40.6% | -94.5% | -58.4% |
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 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