+34.1%
MSCI vs RY
+155.6%
-121.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.8% |
| 7D | +2.8% | -0.9% | +3.7% | +3.3% |
| 30D | +15.4% | +5.9% | +9.6% | +13.2% |
| 3M | +13.4% | -4.3% | +17.7% | +15.2% |
| 6M | +10.9% | +12.1% | -1.2% | +5.5% |
| YTD | +13.0% | +20.3% | -7.3% | +3.9% |
| 1Y | +12.0% | +41.0% | -29.0% | -5.3% |
| 3Y | +34.1% | +157.5% | -123.4% | -12.7% |
| All | +34.1% | +155.6% | -121.5% | -12.7% |
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