+4.5%
ES vs RY
+124.6%
-120.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +4.9% | +3.3% |
| 7D | +5.9% | -1.1% | +7.0% | +6.3% |
| 30D | +10.2% | +4.4% | +5.8% | +8.1% |
| 3M | +0.4% | -2.9% | +3.4% | +1.5% |
| 6M | +6.9% | +15.6% | -8.7% | -0.2% |
| YTD | +10.5% | +21.8% | -11.3% | +0.5% |
| 1Y | +3.2% | +42.6% | -39.4% | -12.9% |
| 3Y | +49.0% | +160.9% | -111.8% | -5.7% |
| 5Y | +4.5% | +126.1% | -121.6% | -30.6% |
| All | +4.5% | +124.6% | -120.1% | -30.6% |
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 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