+680.2%
BAC vs RY
+11,573.6%
-10,893.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.6% |
| 7D | +1.1% | +3.1% | -2.0% | -1.9% |
| 30D | -0.4% | -0.3% | -0.1% | -0.2% |
| 3M | +16.9% | +8.7% | +8.2% | +7.7% |
| 6M | +26.6% | +28.5% | -1.9% | -0.8% |
| YTD | +15.8% | +25.1% | -9.3% | -7.0% |
| 1Y | +27.2% | +46.3% | -19.1% | -12.2% |
| 3Y | +132.4% | +154.9% | -22.5% | -7.3% |
| 5Y | +72.6% | +140.3% | -67.7% | -27.0% |
| 10Y | +389.7% | +377.0% | +12.7% | +11.3% |
| All | +680.2% | +11,573.6% | -10,893.5% | -68.9% |
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