-7.9%
BROS vs RY
+135.4%
-143.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.1% |
| 7D | -21.2% | -0.9% | -20.3% | -20.0% |
| 30D | -11.6% | +5.9% | -17.4% | -15.4% |
| 3M | -36.7% | -4.3% | -32.4% | -33.9% |
| 6M | -42.8% | +12.1% | -54.9% | -48.7% |
| YTD | -44.8% | +20.3% | -65.1% | -53.7% |
| 1Y | -36.5% | +41.0% | -77.6% | -54.1% |
| 3Y | +27.0% | +157.5% | -130.6% | -48.5% |
| 5Y | -50.3% | +123.2% | -173.5% | -77.1% |
| All | -7.9% | +135.4% | -143.3% | -54.6% |
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