+27.6%
BX vs RY
+140.8%
-113.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.3% |
| 7D | -4.4% | +3.1% | -7.5% | -7.6% |
| 30D | +0.1% | -0.3% | +0.4% | +0.1% |
| 3M | +16.0% | +8.7% | +7.4% | +5.0% |
| 6M | +21.6% | +28.5% | -6.9% | -9.0% |
| YTD | -8.9% | +25.1% | -34.0% | -29.8% |
| 1Y | -16.6% | +46.3% | -62.9% | -46.5% |
| 3Y | +43.3% | +154.9% | -111.6% | -53.0% |
| All | +27.6% | +140.8% | -113.2% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling