+2,800.2%
ALL vs RY
+11,266.1%
-8,465.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | +0.8% |
| 7D | +4.2% | -1.1% | +5.3% | +4.9% |
| 30D | +18.9% | +4.4% | +14.5% | +15.9% |
| 3M | +1.2% | -2.9% | +4.2% | +2.8% |
| 6M | +23.2% | +15.6% | +7.6% | +12.4% |
| YTD | +30.0% | +21.8% | +8.2% | +14.4% |
| 1Y | +39.6% | +42.6% | -3.0% | +11.8% |
| 3Y | +115.2% | +160.9% | -45.7% | +18.9% |
| 5Y | +156.2% | +126.1% | +30.2% | +53.2% |
| 10Y | +398.0% | +371.7% | +26.3% | +92.1% |
| All | +2,800.2% | +11,266.1% | -8,465.9% | +181.3% |
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