+14.4%
FIX vs RY
+46.4%
-32.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.0% | -18.1% | -18.2% |
| 7D | -18.9% | +2.5% | -21.4% | -21.3% |
| 30D | -36.3% | +8.4% | -44.7% | -42.3% |
| 3M | -38.5% | +1.2% | -39.7% | -39.3% |
| 6M | -42.3% | +19.4% | -61.6% | -55.3% |
| YTD | +17.1% | +25.4% | -8.3% | -18.3% |
| 1Y | +14.4% | +46.7% | -32.3% | -39.9% |
| All | +14.4% | +46.4% | -32.0% | -39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling