-19.6%
BX vs RY
+45.9%
-65.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.0% |
| 7D | -2.0% | +2.7% | -4.7% | -4.1% |
| 30D | -2.3% | -1.0% | -1.3% | -1.8% |
| 3M | +18.5% | +7.6% | +10.9% | +9.3% |
| 6M | +23.7% | +29.5% | -5.7% | -2.8% |
| YTD | -10.4% | +24.2% | -34.5% | -26.8% |
| 1Y | -19.6% | +46.4% | -65.9% | -45.7% |
| All | -19.6% | +45.9% | -65.5% | -45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling