-6.3%
M vs RY
+124.6%
-130.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.0% | -2.9% |
| 7D | -2.1% | -1.1% | -1.0% | -0.8% |
| 30D | +7.7% | +4.4% | +3.3% | +3.2% |
| 3M | -4.4% | -2.9% | -1.4% | -1.6% |
| 6M | +27.5% | +15.6% | +11.9% | +9.1% |
| YTD | +12.8% | +21.8% | -9.1% | -9.4% |
| 1Y | +20.7% | +42.6% | -21.9% | -18.4% |
| 3Y | +111.3% | +160.9% | -49.6% | -29.9% |
| 5Y | -6.3% | +126.1% | -132.4% | -62.5% |
| All | -6.3% | +124.6% | -130.9% | -62.5% |
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