+27.6%
IR vs RY
+155.6%
-128.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +2.3% |
| 7D | +3.7% | -0.9% | +4.6% | +4.2% |
| 30D | +7.4% | +5.9% | +1.6% | +3.3% |
| 3M | -5.9% | -4.3% | -1.7% | -3.3% |
| 6M | +5.6% | +12.1% | -6.5% | -3.2% |
| YTD | +4.8% | +20.3% | -15.4% | -8.5% |
| 1Y | +6.9% | +41.0% | -34.1% | -15.4% |
| 3Y | +27.6% | +157.5% | -130.0% | -25.1% |
| All | +27.6% | +155.6% | -128.0% | -25.1% |
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