-25.6%
COMP vs RY
+124.6%
-150.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.9% | -5.3% | -3.7% |
| 7D | -1.8% | -1.1% | -0.7% | +0.4% |
| 30D | -0.8% | +4.4% | -5.2% | -6.8% |
| 3M | -28.1% | -2.9% | -25.2% | -24.5% |
| 6M | +27.0% | +15.6% | +11.4% | +2.7% |
| YTD | -12.8% | +21.8% | -34.6% | -34.5% |
| 1Y | +4.9% | +42.6% | -37.7% | -38.3% |
| 3Y | +321.0% | +160.9% | +160.1% | -17.1% |
| 5Y | -25.6% | +126.1% | -151.7% | -79.6% |
| All | -25.6% | +124.6% | -150.2% | -79.6% |
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