+1,527.5%
META vs RY
+591.8%
+935.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.4% |
| 7D | +6.7% | +3.1% | +3.6% | +4.7% |
| 30D | +4.8% | -0.3% | +5.1% | +4.9% |
| 3M | -1.6% | +8.7% | -10.3% | -6.5% |
| 6M | -7.5% | +28.5% | -36.0% | -20.8% |
| YTD | -6.4% | +25.1% | -31.5% | -18.5% |
| 1Y | -17.3% | +46.3% | -63.6% | -34.6% |
| 3Y | +109.9% | +154.9% | -45.0% | +17.0% |
| 5Y | +65.4% | +140.3% | -74.9% | -3.7% |
| 10Y | +391.8% | +377.0% | +14.8% | +99.3% |
| All | +1,527.5% | +591.8% | +935.7% | +523.3% |
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