+178.8%
B vs RY
+11,573.6%
-11,394.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -1.6% | +3.1% | -4.7% | -2.4% |
| 30D | +9.4% | -0.3% | +9.8% | +9.5% |
| 3M | +5.0% | +8.7% | -3.7% | +2.5% |
| 6M | -3.5% | +28.5% | -32.1% | -10.0% |
| YTD | +4.5% | +25.1% | -20.7% | -1.7% |
| 1Y | +67.8% | +46.3% | +21.5% | +51.3% |
| 3Y | +196.7% | +154.9% | +41.8% | +130.5% |
| 5Y | +151.9% | +140.3% | +11.6% | +98.1% |
| 10Y | +202.2% | +377.0% | -174.9% | +95.5% |
| All | +178.8% | +11,573.6% | -11,394.9% | +7.9% |
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 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