+55.4%
ACWI vs RY
+124.6%
-69.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.9% | -2.1% |
| 7D | -4.0% | -1.1% | -2.9% | -3.4% |
| 30D | -5.8% | +4.4% | -10.2% | -8.2% |
| 3M | -5.0% | -2.9% | -2.1% | -3.4% |
| 6M | +0.7% | +15.6% | -14.9% | -8.1% |
| YTD | +8.4% | +21.8% | -13.4% | -4.4% |
| 1Y | +10.1% | +42.6% | -32.5% | -11.9% |
| 3Y | +70.8% | +160.9% | -90.1% | -7.9% |
| 5Y | +55.4% | +126.1% | -70.7% | -8.6% |
| All | +55.4% | +124.6% | -69.2% | -8.6% |
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