-95.2%
FRMI vs RY
+39.3%
-134.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +4.7% |
| 7D | -39.8% | -0.9% | -39.0% | -39.0% |
| 30D | -60.5% | +5.9% | -66.3% | -63.9% |
| 3M | -74.6% | -4.3% | -70.4% | -72.8% |
| 6M | -71.8% | +12.1% | -83.9% | -78.2% |
| YTD | -80.4% | +20.3% | -100.6% | -86.7% |
| 1Y | -93.9% | +41.0% | -134.9% | -96.8% |
| All | -95.2% | +39.3% | -134.5% | -97.4% |
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