+18.0%
BAC vs RY
+122.0%
-104.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.4% |
| 7D | -1.2% | -0.9% | -0.3% | -0.4% |
| 30D | -7.7% | +5.9% | -13.5% | -12.1% |
| 3M | -21.2% | -4.3% | -16.9% | -18.2% |
| 6M | -6.8% | +12.1% | -19.0% | -16.0% |
| YTD | -8.7% | +20.3% | -29.0% | -22.7% |
| 1Y | -5.3% | +41.0% | -46.3% | -30.5% |
| 3Y | +87.4% | +157.5% | -70.1% | -23.7% |
| All | +18.0% | +122.0% | -104.0% | -45.0% |
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