+11.9%
IR vs RY
+154.9%
-143.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.8% |
| 7D | -2.8% | +3.1% | -5.9% | -4.9% |
| 30D | -15.1% | -0.3% | -14.8% | -15.0% |
| 3M | +6.1% | +8.7% | -2.6% | -0.4% |
| 6M | -16.8% | +28.5% | -45.3% | -30.5% |
| YTD | -3.5% | +25.1% | -28.7% | -18.0% |
| 1Y | -3.5% | +46.3% | -49.8% | -25.7% |
| All | +11.9% | +154.9% | -143.0% | -41.3% |
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