+36.9%
BX vs RY
+159.8%
-122.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.4% |
| 7D | -4.4% | +3.1% | -7.5% | -7.3% |
| 30D | +0.1% | -0.3% | +0.4% | +0.1% |
| 3M | +16.0% | +8.7% | +7.4% | +6.0% |
| 6M | +21.6% | +28.5% | -6.9% | -6.1% |
| YTD | -8.9% | +25.1% | -34.0% | -27.7% |
| 1Y | -16.6% | +46.3% | -62.9% | -43.8% |
| All | +36.9% | +159.8% | -122.9% | -49.9% |
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 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