+19.0%
BRO vs RY
+135.2%
-116.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -8.6% | -2.9% | -5.7% | -7.6% |
| 30D | -6.9% | -2.0% | -4.9% | -6.3% |
| 3M | +10.5% | +4.9% | +5.6% | +7.9% |
| 6M | -2.8% | +26.1% | -28.9% | -12.2% |
| YTD | -16.1% | +22.4% | -38.5% | -23.5% |
| 1Y | -27.6% | +44.7% | -72.3% | -39.0% |
| 3Y | -7.3% | +155.7% | -163.0% | -42.3% |
| 5Y | +19.0% | +137.7% | -118.7% | -24.0% |
| All | +19.0% | +135.2% | -116.2% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling