+70.6%
ACWI vs RY
+158.9%
-88.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.9% | -2.3% |
| 7D | -4.0% | -1.1% | -2.9% | -3.4% |
| 30D | -5.8% | +4.4% | -10.2% | -7.9% |
| 3M | -5.0% | -2.9% | -2.1% | -3.6% |
| 6M | +0.7% | +15.6% | -14.9% | -7.2% |
| YTD | +8.4% | +21.8% | -13.4% | -3.1% |
| 1Y | +10.1% | +42.6% | -32.5% | -9.5% |
| All | +70.6% | +158.9% | -88.3% | +6.7% |
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