+230.6%
FIS vs RY
+3,246.0%
-3,015.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -1.6% |
| 7D | -25.5% | -0.9% | -24.6% | -25.5% |
| 30D | -15.1% | +5.9% | -20.9% | -18.0% |
| 3M | -32.1% | -4.3% | -27.8% | -31.0% |
| 6M | -36.1% | +12.1% | -48.2% | -40.5% |
| YTD | -55.4% | +20.3% | -75.7% | -60.1% |
| 1Y | -53.9% | +41.0% | -94.9% | -62.2% |
| 3Y | -39.8% | +157.5% | -197.3% | -64.4% |
| 5Y | -71.1% | +123.2% | -194.3% | -81.5% |
| 10Y | -53.8% | +365.7% | -419.5% | -79.6% |
| All | +230.6% | +3,246.0% | -3,015.5% | -43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling