-50.2%
COMP vs RY
+175.1%
-225.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.0% | +4.7% | +3.2% |
| 7D | +9.5% | +2.5% | +7.0% | +5.9% |
| 30D | +8.1% | +8.4% | -0.4% | -4.1% |
| 3M | -16.3% | +1.2% | -17.6% | -17.7% |
| 6M | +42.2% | +19.4% | +22.8% | +10.2% |
| YTD | -5.0% | +25.4% | -30.4% | -31.1% |
| 1Y | +20.1% | +46.7% | -26.6% | -31.1% |
| 3Y | +358.4% | +168.6% | +189.8% | -5.9% |
| 5Y | -21.9% | +132.3% | -154.2% | -78.3% |
| All | -50.2% | +175.1% | -225.2% | -88.7% |
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 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