-10.8%
DOW vs RY
+254.4%
-265.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.4% |
| 7D | -2.4% | +3.1% | -5.5% | -5.1% |
| 30D | +0.4% | -0.3% | +0.7% | +0.3% |
| 3M | -14.4% | +8.7% | -23.1% | -21.8% |
| 6M | -7.0% | +28.5% | -35.5% | -28.8% |
| YTD | +30.2% | +25.1% | +5.1% | +2.1% |
| 1Y | +29.2% | +46.3% | -17.1% | -13.6% |
| 3Y | -36.7% | +154.9% | -191.6% | -76.5% |
| 5Y | -37.7% | +140.3% | -178.0% | -75.7% |
| All | -10.8% | +254.4% | -265.3% | -73.3% |
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 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