+73.7%
COST vs RY
+159.8%
-86.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -3.1% | +3.1% | -6.3% | -3.9% |
| 30D | -2.8% | -0.3% | -2.5% | -2.7% |
| 3M | -5.7% | +8.7% | -14.3% | -8.0% |
| 6M | -8.8% | +28.5% | -37.3% | -15.4% |
| YTD | +6.7% | +25.1% | -18.5% | -0.4% |
| 1Y | -3.6% | +46.3% | -49.9% | -15.1% |
| All | +73.7% | +159.8% | -86.1% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling