-0.1%
ES vs RY
+46.4%
-46.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.0% | -1.0% | +1.4% |
| 7D | +5.3% | +2.5% | +2.9% | +4.7% |
| 30D | +8.9% | +8.4% | +0.5% | +7.1% |
| 3M | -1.9% | +1.2% | -3.2% | -2.3% |
| 6M | +3.9% | +19.4% | -15.5% | -0.8% |
| YTD | +8.3% | +25.4% | -17.2% | +1.7% |
| 1Y | -0.1% | +46.7% | -46.8% | -21.7% |
| All | -0.1% | +46.4% | -46.5% | -21.7% |
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