+37.2%
GOOG vs RY
+45.1%
-7.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.0% | -1.4% |
| 7D | -1.6% | -0.5% | -1.0% | -1.2% |
| 30D | -7.7% | -1.9% | -5.8% | -6.6% |
| 3M | -9.3% | +5.1% | -14.4% | -12.9% |
| 6M | +7.4% | +28.2% | -20.7% | -11.0% |
| YTD | +4.9% | +22.9% | -18.0% | -11.2% |
| 1Y | +37.2% | +45.5% | -8.3% | +1.0% |
| All | +37.2% | +45.1% | -7.9% | +1.0% |
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 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