+14,735.6%
BN vs RY
+11,253.8%
+3,481.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -1.2% |
| 7D | -2.4% | -3.0% | +0.6% | -0.3% |
| 30D | +13.5% | +6.3% | +7.3% | +9.0% |
| 3M | -5.9% | -2.6% | -3.4% | -4.2% |
| 6M | -8.9% | +13.9% | -22.9% | -16.9% |
| YTD | -7.9% | +21.7% | -29.6% | -19.5% |
| 1Y | -8.3% | +40.4% | -48.7% | -27.4% |
| 3Y | +100.8% | +161.3% | -60.6% | +5.0% |
| 5Y | +38.2% | +126.5% | -88.3% | -19.2% |
| 10Y | +302.3% | +354.3% | -52.0% | +55.5% |
| All | +14,735.6% | +11,253.8% | +3,481.9% | +1,487.8% |
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