+29.4%
NDAQ vs RY
+46.4%
-17.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.0% | -0.5% | +1.6% |
| 7D | +3.9% | +2.5% | +1.5% | +3.2% |
| 30D | +19.0% | +8.4% | +10.5% | +16.3% |
| 3M | +17.6% | +1.2% | +16.3% | +17.0% |
| 6M | +21.0% | +19.4% | +1.6% | +15.3% |
| YTD | +14.1% | +25.4% | -11.3% | +6.6% |
| 1Y | +29.4% | +46.7% | -17.3% | +13.7% |
| All | +29.4% | +46.4% | -17.0% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling