+4.0%
MSCI vs RY
+123.7%
-119.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.4% |
| 7D | +2.8% | -0.9% | +3.7% | +3.5% |
| 30D | +15.4% | +5.9% | +9.6% | +11.4% |
| 3M | +13.4% | -4.3% | +17.7% | +16.5% |
| 6M | +10.9% | +12.1% | -1.2% | +1.9% |
| YTD | +13.0% | +20.3% | -7.3% | -1.8% |
| 1Y | +12.0% | +41.0% | -29.0% | -13.8% |
| 3Y | +34.1% | +157.5% | -123.4% | -38.6% |
| All | +4.0% | +123.7% | -119.8% | -45.6% |
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