-23.7%
FPS vs RY
+22.0%
-45.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | +0.1% |
| 7D | +13.6% | +0.6% | +13.0% | +13.2% |
| 30D | -32.4% | +5.0% | -37.4% | -36.1% |
| 3M | -41.1% | -5.3% | -35.8% | -35.3% |
| 6M | -51.4% | +13.8% | -65.2% | -60.1% |
| All | -23.7% | +22.0% | -45.7% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling