+14,604.7%
BLK vs RY
+5,439.0%
+9,165.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +3.7% | +0.6% | +3.2% | +3.3% |
| 30D | +13.9% | +5.0% | +8.9% | +10.3% |
| 3M | +3.9% | -5.3% | +9.2% | +7.9% |
| 6M | +13.0% | +13.8% | -0.9% | +3.5% |
| YTD | +16.1% | +21.0% | -4.8% | +2.1% |
| 1Y | +16.8% | +40.5% | -23.7% | -7.3% |
| 3Y | +97.7% | +159.7% | -62.0% | +3.0% |
| 5Y | +42.1% | +124.3% | -82.2% | -17.7% |
| 10Y | +321.3% | +351.6% | -30.3% | +55.9% |
| All | +14,604.7% | +5,439.0% | +9,165.7% | +2,497.7% |
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