-35.3%
DOW vs RY
+159.8%
-195.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.7% |
| 7D | -2.4% | +3.1% | -5.5% | -3.7% |
| 30D | +0.4% | -0.3% | +0.7% | +0.4% |
| 3M | -14.4% | +8.7% | -23.1% | -18.7% |
| 6M | -7.0% | +28.5% | -35.5% | -20.7% |
| YTD | +30.2% | +25.1% | +5.1% | +12.9% |
| 1Y | +29.2% | +46.3% | -17.1% | -0.7% |
| All | -35.3% | +159.8% | -195.1% | -66.1% |
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