+92.0%
GOOG vs RY
+123.7%
-31.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.5% |
| 7D | +2.1% | -0.9% | +2.9% | +2.6% |
| 30D | -18.3% | +5.9% | -24.1% | -21.1% |
| 3M | -20.3% | -4.3% | -16.1% | -18.4% |
| 6M | -28.1% | +12.1% | -40.2% | -33.3% |
| YTD | -9.3% | +20.3% | -29.6% | -19.5% |
| 1Y | -0.2% | +41.0% | -41.2% | -19.6% |
| 3Y | +118.0% | +157.5% | -39.5% | +17.7% |
| All | +92.0% | +123.7% | -31.7% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling