-50.4%
COMP vs RY
+165.4%
-215.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -3.1% |
| 7D | +7.2% | -0.6% | +7.8% | +8.3% |
| 30D | +6.4% | +6.1% | +0.3% | -2.4% |
| 3M | -19.4% | -3.4% | -16.1% | -15.1% |
| 6M | +14.6% | +12.8% | +1.8% | -3.9% |
| YTD | -5.5% | +21.0% | -26.5% | -27.7% |
| 1Y | +13.7% | +40.5% | -26.8% | -30.4% |
| 3Y | +409.7% | +159.9% | +249.8% | +9.8% |
| 5Y | -17.0% | +125.0% | -142.0% | -75.7% |
| All | -50.4% | +165.4% | -215.8% | -88.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling