+244.9%
F vs RY
+11,602.4%
-11,357.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.1% | +0.9% |
| 7D | +6.0% | +2.5% | +3.6% | +4.3% |
| 30D | +4.3% | +8.4% | -4.2% | -1.3% |
| 3M | -10.1% | +1.2% | -11.3% | -10.9% |
| 6M | +12.8% | +19.4% | -6.6% | -0.3% |
| YTD | -0.1% | +25.4% | -25.5% | -14.7% |
| 1Y | +3.7% | +46.7% | -43.0% | -20.4% |
| 3Y | +42.7% | +168.6% | -125.9% | -27.4% |
| 5Y | -11.0% | +132.3% | -143.3% | -49.5% |
| 10Y | +87.0% | +385.7% | -298.6% | -32.5% |
| All | +244.9% | +11,602.4% | -11,357.5% | -64.5% |
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