-5.6%
BRO vs RY
+46.4%
-52.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +4.4% |
| 7D | +12.2% | +2.5% | +9.7% | +12.3% |
| 30D | +21.3% | +8.4% | +12.8% | +22.1% |
| 3M | +4.1% | +1.2% | +2.8% | +3.9% |
| 6M | +28.9% | +19.4% | +9.5% | +30.1% |
| YTD | -6.6% | +25.4% | -32.0% | -5.4% |
| 1Y | -5.6% | +46.7% | -52.2% | -5.5% |
| All | -5.6% | +46.4% | -52.0% | -5.5% |
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 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