+461.8%
AU vs RY
+123.7%
+338.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.3% | +6.3% | +5.9% |
| 7D | +16.5% | -0.9% | +17.4% | +17.3% |
| 30D | +3.3% | +5.9% | -2.6% | -0.7% |
| 3M | +6.8% | -4.3% | +11.1% | +9.9% |
| 6M | -3.9% | +12.1% | -16.1% | -11.5% |
| YTD | +12.9% | +20.3% | -7.3% | -0.5% |
| 1Y | +43.5% | +41.0% | +2.5% | +14.5% |
| 3Y | +445.5% | +157.5% | +288.0% | +193.0% |
| All | +461.8% | +123.7% | +338.1% | +204.1% |
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