-95.3%
FRMI vs RY
+40.2%
-135.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.9% |
| 7D | -24.3% | -0.6% | -23.7% | -23.5% |
| 30D | -55.1% | +6.1% | -61.2% | -59.2% |
| 3M | -73.8% | -3.4% | -70.4% | -72.4% |
| 6M | -70.6% | +12.8% | -83.3% | -77.5% |
| YTD | -80.8% | +21.0% | -101.8% | -87.1% |
| 1Y | -93.9% | +40.5% | -134.4% | -96.8% |
| All | -95.3% | +40.2% | -135.5% | -97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling