-41.4%
FIS vs RY
+160.5%
-201.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -27.4% | -0.6% | -26.8% | -27.5% |
| 30D | -16.8% | +6.1% | -23.0% | -19.4% |
| 3M | -32.6% | -3.4% | -29.3% | -31.9% |
| 6M | -33.4% | +12.8% | -46.2% | -37.8% |
| YTD | -56.0% | +21.0% | -77.1% | -60.5% |
| 1Y | -55.1% | +40.5% | -95.5% | -62.9% |
| 3Y | -41.4% | +159.9% | -201.3% | -66.7% |
| All | -41.4% | +160.5% | -201.9% | -66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling