+13,325.9%
BLK vs RY
+5,629.6%
+7,696.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | -3.6% | +3.1% | -6.7% | -5.7% |
| 30D | -1.0% | -0.3% | -0.7% | -0.9% |
| 3M | +10.4% | +8.7% | +1.7% | +4.2% |
| 6M | +8.2% | +28.5% | -20.4% | -8.9% |
| YTD | +6.0% | +25.1% | -19.1% | -9.0% |
| 1Y | +3.3% | +46.3% | -42.9% | -20.3% |
| 3Y | +70.3% | +154.9% | -84.7% | -10.3% |
| 5Y | +34.5% | +140.3% | -105.8% | -25.7% |
| 10Y | +281.9% | +377.0% | -95.1% | +36.1% |
| All | +13,325.9% | +5,629.6% | +7,696.3% | +2,214.3% |
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