+189.0%
C vs RY
+11,602.4%
-11,413.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.4% | -1.5% |
| 7D | +1.1% | +2.5% | -1.4% | -1.5% |
| 30D | -2.4% | +8.4% | -10.9% | -10.5% |
| 3M | -8.4% | +1.2% | -9.6% | -9.7% |
| 6M | +0.3% | +19.4% | -19.0% | -17.0% |
| YTD | +9.1% | +25.4% | -16.3% | -14.1% |
| 1Y | +26.0% | +46.7% | -20.6% | -15.8% |
| 3Y | +221.2% | +168.6% | +52.5% | +12.3% |
| 5Y | +120.4% | +132.3% | -11.8% | -10.8% |
| 10Y | +250.6% | +385.7% | -135.1% | -30.4% |
| All | +189.0% | +11,602.4% | -11,413.4% | -93.5% |
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