+75.9%
D vs RY
+158.9%
-82.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.9% |
| 7D | +6.9% | -1.1% | +8.0% | +7.3% |
| 30D | +12.3% | +4.4% | +7.9% | +10.6% |
| 3M | +3.0% | -2.9% | +6.0% | +4.0% |
| 6M | +12.8% | +15.6% | -2.8% | +6.3% |
| YTD | +22.6% | +21.8% | +0.7% | +13.0% |
| 1Y | +21.7% | +42.6% | -20.9% | +4.7% |
| All | +75.9% | +158.9% | -82.9% | +14.5% |
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