-16.5%
IT vs RY
+42.5%
-59.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.9% |
| 7D | -18.8% | -0.2% | -18.6% | -18.8% |
| 30D | -0.1% | +7.1% | -7.1% | +2.9% |
| 3M | +2.9% | -2.7% | +5.6% | +1.3% |
| 6M | +20.4% | +13.8% | +6.6% | +22.6% |
| YTD | -24.3% | +22.1% | -46.3% | -20.3% |
| All | -16.5% | +42.5% | -59.0% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling