+319.4%
IR vs RY
+319.2%
+0.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -0.2% |
| 7D | +2.3% | -1.1% | +3.4% | +3.2% |
| 30D | +3.3% | +4.4% | -1.1% | -0.8% |
| 3M | -9.0% | -2.9% | -6.1% | -6.9% |
| 6M | +8.0% | +15.6% | -7.6% | -6.0% |
| YTD | +3.4% | +21.8% | -18.4% | -14.1% |
| 1Y | +4.5% | +42.6% | -38.1% | -24.8% |
| 3Y | +25.6% | +160.9% | -135.3% | -49.7% |
| 5Y | +43.8% | +126.1% | -82.3% | -34.2% |
| All | +319.4% | +319.2% | +0.2% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling