+911.5%
BE vs RY
+265.0%
+646.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.1% | +8.3% |
| 7D | +20.0% | +3.1% | +16.9% | +15.2% |
| 30D | +7.9% | -0.3% | +8.2% | +8.8% |
| 3M | -13.2% | +8.7% | -21.9% | -21.2% |
| 6M | +53.5% | +28.5% | +24.9% | +12.0% |
| YTD | +191.0% | +25.1% | +165.9% | +121.4% |
| 1Y | +360.5% | +46.3% | +314.2% | +189.7% |
| 3Y | +1,568.0% | +154.9% | +1,413.1% | +412.6% |
| 5Y | +1,055.2% | +140.3% | +914.9% | +291.2% |
| All | +911.5% | +265.0% | +646.5% | +81.9% |
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