-85.1%
FRMI vs RY
+38.8%
-123.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -0.2% | +26.9% | +27.0% |
| 7D | +66.2% | +0.6% | +65.7% | +65.0% |
| 30D | -17.4% | +5.0% | -22.4% | -23.5% |
| 3M | -60.5% | -5.3% | -55.1% | -56.9% |
| 6M | -56.5% | +13.8% | -70.3% | -66.7% |
| YTD | -67.4% | +21.0% | -88.3% | -77.9% |
| 1Y | -85.1% | +40.5% | -125.6% | -93.6% |
| All | -85.1% | +38.8% | -123.9% | -93.6% |
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