-47.4%
FISV vs RY
+155.6%
-203.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.8% |
| 7D | +25.7% | -0.9% | +26.6% | +26.2% |
| 30D | +38.8% | +5.9% | +32.9% | +34.9% |
| 3M | +16.2% | -4.3% | +20.5% | +18.5% |
| 6M | +12.1% | +12.1% | -0.1% | +4.5% |
| YTD | -6.4% | +20.3% | -26.6% | -16.1% |
| 1Y | +2.0% | +41.0% | -39.0% | -16.4% |
| 3Y | -47.4% | +157.5% | -205.0% | -64.6% |
| All | -47.4% | +155.6% | -203.0% | -64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling