-29.9%
COMP vs RY
+140.8%
-170.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.6% |
| 7D | +1.4% | +3.1% | -1.7% | -3.2% |
| 30D | -13.3% | -0.3% | -13.0% | -13.0% |
| 3M | +41.1% | +8.7% | +32.5% | +24.4% |
| 6M | +17.2% | +28.5% | -11.4% | -19.1% |
| YTD | +5.2% | +25.1% | -19.9% | -24.3% |
| 1Y | +18.9% | +46.3% | -27.4% | -33.0% |
| 3Y | +215.9% | +154.9% | +61.0% | -33.0% |
| All | -29.9% | +140.8% | -170.6% | -82.7% |
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