-63.9%
BAX vs RY
+122.0%
-185.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.2% |
| 7D | +12.1% | -0.9% | +13.0% | +12.7% |
| 30D | +7.6% | +5.9% | +1.7% | +4.4% |
| 3M | -4.5% | -4.3% | -0.2% | -2.4% |
| 6M | +52.0% | +12.1% | +39.9% | +42.1% |
| YTD | +35.1% | +20.3% | +14.9% | +21.9% |
| 1Y | +43.7% | +41.0% | +2.7% | +19.6% |
| 3Y | -20.9% | +157.5% | -178.5% | -50.8% |
| All | -63.9% | +122.0% | -185.9% | -75.9% |
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 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