-71.1%
FIS vs RY
+126.4%
-197.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.6% | +6.2% | +6.4% |
| 7D | +1.5% | -3.0% | +4.5% | +3.4% |
| 30D | -11.8% | +6.3% | -18.1% | -15.9% |
| 3M | -28.5% | -2.6% | -25.9% | -27.9% |
| 6M | -27.0% | +13.9% | -41.0% | -34.3% |
| YTD | -53.1% | +21.7% | -74.8% | -59.9% |
| 1Y | -52.8% | +40.4% | -93.2% | -63.7% |
| 3Y | -37.5% | +161.3% | -198.8% | -71.5% |
| 5Y | -71.1% | +126.5% | -197.5% | -85.3% |
| All | -71.1% | +126.4% | -197.5% | -85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling