+49.6%
ADP vs RY
+158.9%
-109.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.9% |
| 7D | +7.4% | -1.1% | +8.5% | +7.6% |
| 30D | +17.1% | +4.4% | +12.6% | +15.7% |
| 3M | +14.4% | -2.9% | +17.4% | +15.1% |
| 6M | +47.9% | +15.6% | +32.3% | +40.7% |
| YTD | +22.1% | +21.8% | +0.3% | +14.0% |
| 1Y | +21.8% | +42.6% | -20.8% | +6.8% |
| All | +49.6% | +158.9% | -109.2% | +11.6% |
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 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