-82.4%
FRMI vs RY
+43.9%
-126.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.8% | +12.3% | +12.7% |
| 7D | +23.3% | +2.7% | +20.6% | +17.5% |
| 30D | -7.6% | -1.0% | -6.6% | -6.6% |
| 3M | +0.2% | +7.6% | -7.5% | -15.2% |
| 6M | -28.7% | +29.5% | -58.2% | -58.5% |
| YTD | -28.6% | +24.2% | -52.8% | -54.3% |
| All | -82.4% | +43.9% | -126.3% | -91.1% |
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