-23.1%
BA vs RY
+124.6%
-147.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.3% | -0.3% |
| 7D | -0.1% | -1.1% | +1.0% | +0.8% |
| 30D | -9.1% | +4.4% | -13.6% | -12.2% |
| 3M | -28.2% | -2.9% | -25.2% | -26.7% |
| 6M | -23.1% | +15.6% | -38.7% | -31.6% |
| YTD | -20.6% | +21.8% | -42.4% | -32.3% |
| 1Y | -12.7% | +42.6% | -55.3% | -34.4% |
| 3Y | -11.6% | +160.9% | -172.5% | -60.3% |
| 5Y | -23.1% | +126.1% | -149.2% | -59.8% |
| All | -23.1% | +124.6% | -147.8% | -59.8% |
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 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