-93.2%
FRMI vs RY
+46.4%
-139.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.0% | -13.6% | -15.4% |
| 7D | -39.7% | +2.5% | -42.2% | -42.4% |
| 30D | -55.2% | +8.4% | -63.6% | -61.0% |
| 3M | -71.2% | +1.2% | -72.4% | -72.1% |
| 6M | -64.1% | +19.4% | -83.5% | -75.6% |
| YTD | -77.2% | +25.4% | -102.7% | -86.1% |
| 1Y | -93.2% | +46.7% | -139.9% | -97.2% |
| All | -93.2% | +46.4% | -139.6% | -97.2% |
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