+27.0%
BROS vs RY
+144.9%
-117.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.4% |
| 7D | -6.7% | +3.1% | -9.8% | -9.3% |
| 30D | -29.1% | -0.3% | -28.7% | -29.0% |
| 3M | -16.7% | +8.7% | -25.4% | -23.3% |
| 6M | -11.6% | +28.5% | -40.1% | -30.3% |
| YTD | -23.9% | +25.1% | -49.0% | -38.7% |
| 1Y | -34.8% | +46.3% | -81.1% | -54.6% |
| 3Y | +62.1% | +154.9% | -92.9% | -33.8% |
| All | +27.0% | +144.9% | -117.9% | -39.9% |
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