-7.5%
MSCI vs RY
+140.8%
-148.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.2% |
| 7D | +0.4% | +3.1% | -2.7% | -1.6% |
| 30D | +0.6% | -0.3% | +0.9% | +0.6% |
| 3M | -7.1% | +8.7% | -15.7% | -12.5% |
| 6M | +0.8% | +28.5% | -27.7% | -15.7% |
| YTD | +1.0% | +25.1% | -24.1% | -14.3% |
| 1Y | +4.3% | +46.3% | -42.0% | -21.3% |
| 3Y | +9.9% | +154.9% | -145.0% | -48.1% |
| All | -7.5% | +140.8% | -148.2% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling