-32.6%
MOD vs RY
+46.4%
-79.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.0% | -24.5% | -25.3% |
| 7D | -31.3% | +2.5% | -33.8% | -34.2% |
| 30D | -46.1% | +8.4% | -54.6% | -52.9% |
| 3M | -51.1% | +1.2% | -52.4% | -52.1% |
| 6M | -62.1% | +19.4% | -81.4% | -73.0% |
| YTD | -26.2% | +25.4% | -51.6% | -53.1% |
| 1Y | -32.6% | +46.7% | -79.2% | -66.0% |
| All | -32.6% | +46.4% | -79.0% | -66.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling