+704.9%
ES vs RY
+11,602.4%
-10,897.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.0% | -1.0% | +1.2% |
| 7D | +5.3% | +2.5% | +2.9% | +4.6% |
| 30D | +8.9% | +8.4% | +0.5% | +6.4% |
| 3M | -1.9% | +1.2% | -3.2% | -2.4% |
| 6M | +3.9% | +19.4% | -15.5% | -1.5% |
| YTD | +8.3% | +25.4% | -17.2% | +1.0% |
| 1Y | -0.1% | +46.7% | -46.8% | -11.0% |
| 3Y | +46.0% | +168.6% | -122.6% | +9.1% |
| 5Y | +3.1% | +132.3% | -129.2% | -20.2% |
| 10Y | +88.4% | +385.7% | -297.3% | +17.6% |
| All | +704.9% | +11,602.4% | -10,897.6% | +187.3% |
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