-29.1%
BRO vs RY
+44.3%
-73.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -7.3% | -2.2% | -5.1% | -7.6% |
| 30D | -6.9% | -3.6% | -3.3% | -7.3% |
| 3M | +10.7% | +3.9% | +6.7% | +10.7% |
| 6M | -2.7% | +26.4% | -29.1% | -1.1% |
| YTD | -16.3% | +22.3% | -38.7% | -15.5% |
| 1Y | -29.1% | +43.7% | -72.8% | -29.0% |
| All | -29.1% | +44.3% | -73.4% | -29.0% |
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