+9,284.9%
BRO vs RY
+11,485.5%
-2,200.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.8% | -4.3% |
| 7D | -5.4% | +2.7% | -8.1% | -6.3% |
| 30D | -4.3% | -1.0% | -3.3% | -4.1% |
| 3M | +17.8% | +7.6% | +10.2% | +14.4% |
| 6M | -6.8% | +29.5% | -36.2% | -15.6% |
| YTD | -13.8% | +24.2% | -38.0% | -20.9% |
| 1Y | -27.8% | +46.4% | -74.2% | -37.7% |
| 3Y | -4.7% | +159.4% | -164.1% | -34.1% |
| 5Y | +20.6% | +141.8% | -121.2% | -14.6% |
| 10Y | +293.7% | +373.9% | -80.2% | +119.2% |
| All | +9,284.9% | +11,485.5% | -2,200.6% | +2,629.5% |
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 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