+3.7%
F vs RY
+46.4%
-42.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.1% | +1.1% |
| 7D | +6.0% | +2.5% | +3.6% | +4.5% |
| 30D | +4.3% | +8.4% | -4.2% | -0.6% |
| 3M | -10.1% | +1.2% | -11.3% | -10.9% |
| 6M | +12.8% | +19.4% | -6.6% | -0.6% |
| YTD | -0.1% | +25.4% | -25.5% | -16.6% |
| 1Y | +3.7% | +46.7% | -43.0% | -24.8% |
| All | +3.7% | +46.4% | -42.7% | -24.8% |
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