-63.1%
BAX vs RY
+123.9%
-187.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.1% |
| 7D | +3.6% | -0.6% | +4.2% | +4.0% |
| 30D | +8.5% | +6.1% | +2.4% | +5.1% |
| 3M | -4.9% | -3.4% | -1.5% | -3.3% |
| 6M | +47.0% | +12.8% | +34.2% | +37.0% |
| YTD | +38.4% | +21.0% | +17.4% | +24.4% |
| 1Y | +49.1% | +40.5% | +8.7% | +24.3% |
| 3Y | -14.9% | +159.9% | -174.8% | -47.3% |
| 5Y | -63.1% | +125.0% | -188.1% | -75.5% |
| All | -63.1% | +123.9% | -187.1% | -75.5% |
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