+593.0%
BE vs RY
+250.8%
+342.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.1% | -9.4% | -8.0% |
| 7D | -14.7% | -0.9% | -13.8% | -13.7% |
| 30D | -40.5% | +5.9% | -46.4% | -44.7% |
| 3M | -24.3% | -4.3% | -20.1% | -19.2% |
| 6M | -39.3% | +12.1% | -51.4% | -46.7% |
| YTD | +99.4% | +20.3% | +79.1% | +60.4% |
| 1Y | +26.6% | +41.0% | -14.4% | -16.4% |
| 3Y | +1,616.9% | +157.5% | +1,459.4% | +419.9% |
| 5Y | +441.4% | +123.2% | +318.2% | +102.7% |
| All | +593.0% | +250.8% | +342.1% | +31.8% |
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