+9,099.7%
LOW vs RY
+11,121.0%
-2,021.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.5% |
| 7D | +7.4% | -0.9% | +8.3% | +8.0% |
| 30D | +24.5% | +5.9% | +18.6% | +20.7% |
| 3M | +3.5% | -4.3% | +7.7% | +5.9% |
| 6M | -2.6% | +12.1% | -14.7% | -8.8% |
| YTD | -4.8% | +20.3% | -25.1% | -14.3% |
| 1Y | -0.8% | +41.0% | -41.8% | -18.2% |
| 3Y | +22.8% | +157.5% | -134.7% | -27.8% |
| 5Y | +5.3% | +123.2% | -117.9% | -33.4% |
| 10Y | +309.5% | +365.7% | -56.2% | +75.8% |
| All | +9,099.7% | +11,121.0% | -2,021.3% | +804.1% |
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 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