+82.0%
BN vs RY
+154.9%
-72.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.5% |
| 7D | -2.5% | +3.1% | -5.6% | -5.7% |
| 30D | -9.5% | -0.3% | -9.2% | -9.4% |
| 3M | -10.4% | +8.7% | -19.0% | -18.9% |
| 6M | -6.4% | +28.5% | -34.9% | -29.9% |
| YTD | -11.9% | +25.1% | -37.0% | -32.1% |
| 1Y | -8.6% | +46.3% | -54.9% | -41.1% |
| All | +82.0% | +154.9% | -72.9% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling