+7,433.0%
FIX vs RY
+5,398.1%
+2,034.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.9% | -8.7% | -9.9% |
| 7D | -27.2% | -1.1% | -26.1% | -26.9% |
| 30D | -46.9% | +4.4% | -51.3% | -48.3% |
| 3M | -44.4% | -2.9% | -41.5% | -43.5% |
| 6M | -50.9% | +15.6% | -66.5% | -54.9% |
| YTD | +3.5% | +21.8% | -18.3% | -7.5% |
| 1Y | -2.1% | +42.6% | -44.7% | -19.9% |
| 3Y | +418.7% | +160.9% | +257.8% | +200.9% |
| 5Y | +894.6% | +126.1% | +768.5% | +523.5% |
| 10Y | +3,465.5% | +371.7% | +3,093.8% | +1,454.0% |
| All | +7,433.0% | +5,398.1% | +2,034.9% | +1,304.7% |
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