-11.4%
F vs RY
+124.6%
-136.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | +1.5% |
| 7D | +1.4% | -1.1% | +2.5% | +2.4% |
| 30D | +2.0% | +4.4% | -2.4% | -2.0% |
| 3M | -10.4% | -2.9% | -7.4% | -8.1% |
| 6M | +9.7% | +15.6% | -5.9% | -4.8% |
| YTD | -1.2% | +21.8% | -23.0% | -18.6% |
| 1Y | 0.0% | +42.6% | -42.6% | -29.2% |
| 3Y | +41.1% | +160.9% | -119.8% | -46.7% |
| 5Y | -11.4% | +126.1% | -137.5% | -61.2% |
| All | -11.4% | +124.6% | -136.0% | -61.2% |
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