-4.9%
DOW vs RY
+240.7%
-245.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -0.7% |
| 7D | -9.5% | -0.9% | -8.6% | -9.0% |
| 30D | +13.1% | +5.9% | +7.2% | +7.1% |
| 3M | +4.8% | -4.3% | +9.1% | +8.1% |
| 6M | -16.7% | +12.1% | -28.8% | -26.9% |
| YTD | +38.9% | +20.3% | +18.6% | +12.2% |
| 1Y | +48.3% | +41.0% | +7.3% | +1.8% |
| 3Y | -24.4% | +157.5% | -181.9% | -72.4% |
| 5Y | -29.2% | +123.2% | -152.4% | -70.4% |
| All | -4.9% | +240.7% | -245.6% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling