+8.3%
DIS vs RY
+46.4%
-38.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.1% | +2.9% |
| 7D | +9.1% | +2.5% | +6.6% | +8.0% |
| 30D | +14.8% | +8.4% | +6.4% | +11.0% |
| 3M | +21.2% | +1.2% | +19.9% | +20.3% |
| 6M | +18.3% | +19.4% | -1.0% | +5.7% |
| YTD | +5.4% | +25.4% | -20.1% | -7.9% |
| 1Y | +8.3% | +46.7% | -38.4% | -24.3% |
| All | +8.3% | +46.4% | -38.1% | -24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling