+2,781.3%
MSCI vs RY
+680.7%
+2,100.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.1% | -0.8% |
| 7D | +6.0% | -1.1% | +7.1% | +6.9% |
| 30D | +18.2% | +4.4% | +13.8% | +14.9% |
| 3M | +15.1% | -2.9% | +18.1% | +17.2% |
| 6M | +13.7% | +15.6% | -1.8% | +2.8% |
| YTD | +15.6% | +21.8% | -6.2% | +0.2% |
| 1Y | +16.3% | +42.6% | -26.3% | -9.3% |
| 3Y | +36.9% | +160.9% | -124.0% | -29.7% |
| 5Y | +6.3% | +126.1% | -119.8% | -39.6% |
| 10Y | +823.0% | +371.7% | +451.3% | +220.1% |
| All | +2,781.3% | +680.7% | +2,100.6% | +556.4% |
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 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