SPOILER ALERT
If you have not seen the movie and want to, do not go any further. I give away some important plot points and if that’s going to bug you, come back after you’ve seen it.
Remember what we see in the story world is what Alexandria imagines. Children have a talent for truth and because of that I believe what she is imagining is Roy’s true self. The person he is capable of being if he would face his pain and deal with it.
Real Roy being suicidal is fact. Red Bandit Roy is his true self buried under the disappointment and pain.
Pretty quickly what is happening in the real world seeps into the fabric of the story world but by the end they are so tightly intertwined with each other there is a reverse flow. What is happening to Red Bandit Roy starts to affect the real world, specifically what is happening with Real Roy emotionally.
And it is in that final moment, as with all pivotal moments, he has to make a choice and that choice is critical to the survival of Red Bandit Roy and thereby his truest self.
It's a choice we all have. I can let the stupid things that happen in this life wear me down. If I wanted to, I could be filled with anger, bitterness, and venomous criticism, but I have worked really hard to not become that. Even now, I have to make decisions at least weekly to not let other peoples crap change the person I want to be. It’s too easy to take part in other people’s anger and bad attitudes. And sure, I’m not immune to a bad attitude. I curse under my breath and I think things I would never say out loud but then I move on. I choose the higher road and I try to do the mature thing, the adult thing. The two Roys is really a struggle we all have to deal with.
I choose to believe Red Bandit Roy triumphs over the Real Roy outside the scope of the movie because Red Bandit Roy is his true self. I have to believe for myself, as well as the people I love, that change on the deepest levels is possible and permanent.