+148.0%
ALL vs RY
+127.1%
+20.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.1% |
| 7D | -3.9% | -0.2% | -3.7% | -3.8% |
| 30D | +10.6% | +7.1% | +3.6% | +7.2% |
| 3M | -4.6% | -2.7% | -1.9% | -3.5% |
| 6M | +20.2% | +13.8% | +6.4% | +12.2% |
| YTD | +23.7% | +22.1% | +1.6% | +11.0% |
| 1Y | +27.9% | +43.1% | -15.2% | +5.1% |
| 3Y | +109.2% | +163.6% | -54.5% | +18.5% |
| 5Y | +148.0% | +126.2% | +21.8% | +53.2% |
| All | +148.0% | +127.1% | +20.9% | +53.2% |
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