+702.2%
ES vs RY
+11,573.6%
-10,871.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +0.3% | +3.1% | -2.8% | -0.6% |
| 30D | -2.0% | -0.3% | -1.6% | -1.9% |
| 3M | +1.7% | +8.7% | -7.0% | -0.9% |
| 6M | -3.5% | +28.5% | -32.1% | -10.5% |
| YTD | +7.9% | +25.1% | -17.2% | +0.8% |
| 1Y | +17.2% | +46.3% | -29.1% | +4.5% |
| 3Y | +29.3% | +154.9% | -125.6% | -1.9% |
| 5Y | -5.7% | +140.3% | -146.0% | -27.7% |
| 10Y | +85.2% | +377.0% | -291.8% | +16.2% |
| All | +702.2% | +11,573.6% | -10,871.5% | +186.7% |
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 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