+49.6%
ADP vs RY
+124.6%
-75.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +2.4% |
| 7D | +7.4% | -1.1% | +8.5% | +7.8% |
| 30D | +17.1% | +4.4% | +12.6% | +14.8% |
| 3M | +14.4% | -2.9% | +17.4% | +15.6% |
| 6M | +47.9% | +15.6% | +32.3% | +37.5% |
| YTD | +22.1% | +21.8% | +0.3% | +10.3% |
| 1Y | +21.8% | +42.6% | -20.8% | +1.5% |
| 3Y | +50.5% | +160.9% | -110.4% | -10.4% |
| 5Y | +49.6% | +126.1% | -76.5% | -3.9% |
| All | +49.6% | +124.6% | -75.0% | -3.9% |
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