+298.0%
F vs RY
+11,573.6%
-11,275.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.9% |
| 7D | +5.3% | +3.1% | +2.2% | +3.2% |
| 30D | +4.6% | -0.3% | +4.9% | +4.7% |
| 3M | -3.7% | +8.7% | -12.3% | -9.2% |
| 6M | +16.8% | +28.5% | -11.7% | -1.7% |
| YTD | +15.3% | +25.1% | -9.8% | -1.4% |
| 1Y | +31.0% | +46.3% | -15.3% | +0.7% |
| 3Y | +45.4% | +154.9% | -109.5% | -23.4% |
| 5Y | +54.7% | +140.3% | -85.6% | -14.2% |
| 10Y | +98.2% | +377.0% | -278.8% | -27.7% |
| All | +298.0% | +11,573.6% | -11,275.6% | -58.9% |
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