+642.3%
LYB vs RY
+519.2%
+123.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.8% |
| 7D | -3.1% | -0.5% | -2.6% | -2.7% |
| 30D | +4.0% | -1.9% | +5.9% | +5.4% |
| 3M | +2.4% | +5.1% | -2.7% | -3.5% |
| 6M | -1.4% | +28.2% | -29.6% | -24.2% |
| YTD | +53.9% | +22.9% | +31.1% | +23.0% |
| 1Y | +26.1% | +45.5% | -19.4% | -14.8% |
| 3Y | -21.0% | +156.7% | -177.7% | -70.3% |
| 5Y | -0.7% | +137.7% | -138.5% | -59.8% |
| 10Y | +49.3% | +375.5% | -326.3% | -67.4% |
| All | +642.3% | +519.2% | +123.1% | +29.9% |
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