+280.4%
GE vs RY
+154.9%
+125.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.5% |
| 7D | -1.6% | +3.1% | -4.7% | -3.6% |
| 30D | -11.6% | -0.3% | -11.2% | -11.4% |
| 3M | +3.0% | +8.7% | -5.6% | -2.3% |
| 6M | -0.5% | +28.5% | -29.1% | -14.7% |
| YTD | +9.7% | +25.1% | -15.4% | -4.7% |
| 1Y | +20.0% | +46.3% | -26.3% | -4.4% |
| All | +280.4% | +154.9% | +125.5% | +127.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling