+8,419.6%
FIX vs RY
+5,560.8%
+2,858.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.0% | -18.1% | -16.8% |
| 7D | -18.9% | +2.5% | -21.4% | -20.3% |
| 30D | -36.3% | +8.4% | -44.7% | -39.4% |
| 3M | -38.5% | +1.2% | -39.7% | -39.2% |
| 6M | -42.3% | +19.4% | -61.6% | -48.1% |
| YTD | +17.1% | +25.4% | -8.3% | +2.7% |
| 1Y | +14.4% | +46.7% | -32.3% | -8.1% |
| 3Y | +486.7% | +168.6% | +318.1% | +234.0% |
| 5Y | +1,083.7% | +132.3% | +951.5% | +629.0% |
| 10Y | +3,932.4% | +385.7% | +3,546.8% | +1,624.7% |
| All | +8,419.6% | +5,560.8% | +2,858.7% | +1,459.1% |
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