+8,223.5%
LOW vs RY
+11,573.6%
-3,350.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | -1.7% | +3.1% | -4.8% | -3.4% |
| 30D | -7.0% | -0.3% | -6.7% | -7.0% |
| 3M | -0.9% | +8.7% | -9.5% | -5.5% |
| 6M | -20.1% | +28.5% | -48.6% | -30.5% |
| YTD | -13.9% | +25.1% | -39.0% | -24.2% |
| 1Y | -21.1% | +46.3% | -67.4% | -36.3% |
| 3Y | -6.6% | +154.9% | -161.6% | -44.9% |
| 5Y | +9.4% | +140.3% | -130.9% | -33.7% |
| 10Y | +220.5% | +377.0% | -156.5% | +35.6% |
| All | +8,223.5% | +11,573.6% | -3,350.2% | +700.1% |
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