-3.4%
ES vs RY
+140.8%
-144.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | +0.3% | +3.1% | -2.8% | -1.0% |
| 30D | -2.0% | -0.3% | -1.6% | -1.9% |
| 3M | +1.7% | +8.7% | -7.0% | -2.2% |
| 6M | -3.5% | +28.5% | -32.1% | -13.8% |
| YTD | +7.9% | +25.1% | -17.2% | -2.7% |
| 1Y | +17.2% | +46.3% | -29.1% | -1.8% |
| 3Y | +29.3% | +154.9% | -125.6% | -16.5% |
| All | -3.4% | +140.8% | -144.1% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling