+27.4%
FISV vs RY
+351.1%
-323.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | +1.4% | +0.6% | +0.9% | +1.0% |
| 30D | +38.4% | +5.0% | +33.4% | +33.7% |
| 3M | +14.9% | -5.3% | +20.2% | +18.9% |
| 6M | +21.8% | +13.8% | +8.0% | +10.3% |
| YTD | -5.0% | +21.0% | -26.0% | -17.8% |
| 1Y | -1.2% | +40.5% | -41.7% | -23.1% |
| 3Y | -47.5% | +159.7% | -207.2% | -73.9% |
| 5Y | -36.7% | +124.3% | -161.1% | -65.4% |
| All | +27.4% | +351.1% | -323.7% | -56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling