-3.5%
F vs RY
+41.3%
-44.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.7% |
| 7D | -0.2% | -0.6% | +0.3% | +0.1% |
| 30D | +0.9% | +6.1% | -5.2% | -2.6% |
| 3M | -11.3% | -3.4% | -8.0% | -9.7% |
| 6M | +2.0% | +12.8% | -10.8% | -6.9% |
| YTD | -3.2% | +21.0% | -24.2% | -17.8% |
| 1Y | -3.5% | +40.5% | -43.9% | -28.8% |
| All | -3.5% | +41.3% | -44.8% | -28.8% |
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