+31.2%
BLK vs RY
+139.4%
-108.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.2% |
| 7D | -2.7% | -0.5% | -2.2% | -2.2% |
| 30D | -4.8% | -1.9% | -2.9% | -3.3% |
| 3M | +6.5% | +5.1% | +1.3% | +1.6% |
| 6M | +13.2% | +28.2% | -15.0% | -9.5% |
| YTD | +1.8% | +22.9% | -21.1% | -15.5% |
| 1Y | -1.0% | +45.5% | -46.5% | -29.3% |
| 3Y | +66.0% | +156.7% | -90.7% | -31.3% |
| 5Y | +31.2% | +137.7% | -106.5% | -42.2% |
| All | +31.2% | +139.4% | -108.1% | -42.2% |
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