+93.4%
META vs RY
+158.9%
-65.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -2.3% |
| 7D | -3.1% | -1.1% | -2.0% | -2.5% |
| 30D | -18.1% | +4.4% | -22.5% | -20.2% |
| 3M | +2.9% | -2.9% | +5.8% | +4.6% |
| 6M | +0.2% | +15.6% | -15.4% | -8.1% |
| YTD | -8.1% | +21.8% | -29.9% | -18.7% |
| 1Y | -4.5% | +42.6% | -47.1% | -22.2% |
| All | +93.4% | +158.9% | -65.4% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling