+90.6%
DD vs RY
+160.7%
-70.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.3% |
| 7D | +6.7% | -0.5% | +7.3% | +7.1% |
| 30D | +19.4% | +4.7% | +14.7% | +15.5% |
| 3M | +7.6% | -4.5% | +12.1% | +10.9% |
| 6M | +2.9% | +12.5% | -9.7% | -6.3% |
| YTD | +29.9% | +21.1% | +8.7% | +11.6% |
| 1Y | +28.6% | +38.6% | -10.0% | +0.1% |
| All | +90.6% | +160.7% | -70.1% | -1.5% |
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