-25.9%
FPS vs RY
+22.1%
-48.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.6% | +9.6% | +9.5% |
| 7D | -20.9% | -0.6% | -20.3% | -20.0% |
| 30D | -46.3% | +6.1% | -52.5% | -50.2% |
| 3M | -42.9% | -3.4% | -39.5% | -39.4% |
| 6M | -46.8% | +12.8% | -59.6% | -56.0% |
| All | -25.9% | +22.1% | -48.0% | -47.7% |
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 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