+27.4%
M vs RY
+140.8%
-113.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +3.3% |
| 7D | +4.7% | +3.1% | +1.6% | +1.4% |
| 30D | -9.6% | -0.3% | -9.3% | -9.6% |
| 3M | +0.9% | +8.7% | -7.8% | -8.0% |
| 6M | +22.3% | +28.5% | -6.3% | -6.8% |
| YTD | +6.5% | +25.1% | -18.6% | -16.8% |
| 1Y | +38.8% | +46.3% | -7.5% | -8.7% |
| 3Y | +115.9% | +154.9% | -39.0% | -26.2% |
| All | +27.4% | +140.8% | -113.4% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling