+2,722.4%
ALL vs RY
+11,573.6%
-8,851.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.9% |
| 7D | 0.0% | +3.1% | -3.1% | -1.8% |
| 30D | -1.5% | -0.3% | -1.2% | -1.4% |
| 3M | +23.6% | +8.7% | +15.0% | +17.2% |
| 6M | +22.3% | +28.5% | -6.2% | +4.8% |
| YTD | +26.5% | +25.1% | +1.4% | +9.7% |
| 1Y | +27.0% | +46.3% | -19.3% | +0.2% |
| 3Y | +149.6% | +154.9% | -5.4% | +39.7% |
| 5Y | +118.1% | +140.3% | -22.2% | +25.8% |
| 10Y | +369.0% | +377.0% | -8.1% | +79.8% |
| All | +2,722.4% | +11,573.6% | -8,851.2% | +169.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling