+29.5%
BROS vs RY
+161.8%
-132.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -1.3% |
| 7D | -20.4% | -3.0% | -17.4% | -17.8% |
| 30D | -6.1% | +6.3% | -12.3% | -9.6% |
| 3M | -29.4% | -2.6% | -26.8% | -27.5% |
| 6M | -31.5% | +13.9% | -45.5% | -38.6% |
| YTD | -42.8% | +21.7% | -64.5% | -51.6% |
| 1Y | -37.5% | +40.4% | -77.9% | -53.0% |
| All | +29.5% | +161.8% | -132.4% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling