+846.1%
BX vs RY
+702.8%
+143.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +1.0% |
| 7D | +1.8% | -0.9% | +2.7% | +2.9% |
| 30D | +7.9% | +5.9% | +2.0% | +2.0% |
| 3M | -9.6% | -4.3% | -5.3% | -5.7% |
| 6M | -2.3% | +12.1% | -14.4% | -12.9% |
| YTD | -19.3% | +20.3% | -39.5% | -33.0% |
| 1Y | -13.2% | +41.0% | -54.3% | -38.7% |
| 3Y | +33.8% | +157.5% | -123.7% | -48.0% |
| 5Y | 0.0% | +123.2% | -123.2% | -54.4% |
| 10Y | +685.4% | +365.7% | +319.7% | +71.3% |
| All | +846.1% | +702.8% | +143.3% | +6.9% |
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