+117.6%
GOOG vs RY
+159.5%
-41.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.4% |
| 7D | +2.1% | -0.9% | +2.9% | +2.5% |
| 30D | -18.3% | +5.9% | -24.1% | -20.6% |
| 3M | -20.3% | -4.3% | -16.1% | -18.7% |
| 6M | -28.1% | +12.1% | -40.2% | -32.3% |
| YTD | -9.3% | +20.3% | -29.6% | -17.7% |
| 1Y | -0.2% | +41.0% | -41.2% | -15.6% |
| All | +117.6% | +159.5% | -41.8% | +64.8% |
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