+30.0%
A vs RY
+154.9%
-124.9%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.0% |
| 7D | -1.9% | +3.1% | -5.1% | -3.6% |
| 30D | +6.9% | -0.3% | +7.2% | +6.9% |
| 3M | +9.2% | +8.7% | +0.6% | +3.6% |
| 6M | +25.7% | +28.5% | -2.9% | +7.7% |
| YTD | +11.5% | +25.1% | -13.6% | -3.0% |
| 1Y | +18.4% | +46.3% | -27.9% | -6.6% |
| All | +30.0% | +154.9% | -124.9% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling