-11.1%
BN vs RY
+45.9%
-57.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -1.8% |
| 7D | -1.2% | +2.7% | -3.9% | -3.9% |
| 30D | -10.9% | -1.0% | -9.9% | -10.1% |
| 3M | -11.1% | +7.6% | -18.7% | -19.2% |
| 6M | -4.4% | +29.5% | -33.8% | -30.5% |
| YTD | -14.1% | +24.2% | -38.3% | -34.9% |
| 1Y | -11.1% | +46.4% | -57.4% | -48.1% |
| All | -11.1% | +45.9% | -57.0% | -48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling