-71.4%
FIS vs RY
+122.0%
-193.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -1.5% |
| 7D | -25.5% | -0.9% | -24.6% | -25.5% |
| 30D | -15.1% | +5.9% | -20.9% | -18.8% |
| 3M | -32.1% | -4.3% | -27.8% | -30.7% |
| 6M | -36.1% | +12.1% | -48.2% | -41.8% |
| YTD | -55.4% | +20.3% | -75.7% | -61.5% |
| 1Y | -53.9% | +41.0% | -94.9% | -64.7% |
| 3Y | -39.8% | +157.5% | -197.3% | -72.3% |
| All | -71.4% | +122.0% | -193.4% | -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