+252.0%
M vs RY
+11,266.1%
-11,014.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.0% | -3.8% |
| 7D | -2.1% | -1.1% | -1.0% | -1.2% |
| 30D | +7.7% | +4.4% | +3.3% | +4.5% |
| 3M | -4.4% | -2.9% | -1.4% | -2.4% |
| 6M | +27.5% | +15.6% | +11.9% | +14.9% |
| YTD | +12.8% | +21.8% | -9.1% | -2.5% |
| 1Y | +20.7% | +42.6% | -21.9% | -6.7% |
| 3Y | +111.3% | +160.9% | -49.6% | +6.4% |
| 5Y | -6.3% | +126.1% | -132.4% | -46.7% |
| 10Y | +1.5% | +371.7% | -370.2% | -62.2% |
| All | +252.0% | +11,266.1% | -11,014.1% | -60.8% |
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