+375.1%
BAX vs RY
+11,266.1%
-10,890.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.3% |
| 7D | +9.1% | -1.1% | +10.3% | +9.6% |
| 30D | +5.3% | +4.4% | +0.9% | +3.8% |
| 3M | -6.1% | -2.9% | -3.2% | -5.3% |
| 6M | +53.3% | +15.6% | +37.7% | +46.0% |
| YTD | +34.4% | +21.8% | +12.6% | +26.1% |
| 1Y | +43.2% | +42.6% | +0.6% | +27.7% |
| 3Y | -20.1% | +160.9% | -181.0% | -41.4% |
| 5Y | -63.7% | +126.1% | -189.8% | -72.3% |
| 10Y | -36.3% | +371.7% | -408.1% | -61.6% |
| All | +375.1% | +11,266.1% | -10,890.9% | +10.8% |
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 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