+2,417.1%
MSCI vs RY
+701.8%
+1,715.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.4% |
| 6M | +0.8% | +28.5% | -27.7% | -15.3% |
| YTD | +1.0% | +25.1% | -24.1% | -13.9% |
| 1Y | +4.3% | +46.3% | -42.0% | -20.0% |
| 3Y | +9.9% | +154.9% | -145.0% | -42.6% |
| 5Y | -6.8% | +140.3% | -147.1% | -49.2% |
| 10Y | +614.7% | +377.0% | +237.6% | +145.9% |
| All | +2,417.1% | +701.8% | +1,715.3% | +463.7% |
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 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