-62.2%
FIS vs RY
+140.8%
-203.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | +1.1% | +3.1% | -2.0% | -0.9% |
| 30D | -2.2% | -0.3% | -1.9% | -2.1% |
| 3M | +2.1% | +8.7% | -6.5% | -4.0% |
| 6M | -14.7% | +28.5% | -43.2% | -29.0% |
| YTD | -35.7% | +25.1% | -60.8% | -45.6% |
| 1Y | -37.1% | +46.3% | -83.4% | -52.6% |
| 3Y | -20.0% | +154.9% | -174.9% | -62.2% |
| All | -62.2% | +140.8% | -203.0% | -81.2% |
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