+25.9%
NDAQ vs RY
+40.6%
-14.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.7% |
| 7D | +0.8% | -0.9% | +1.7% | +1.2% |
| 30D | +16.5% | +5.9% | +10.7% | +14.9% |
| 3M | +13.5% | -4.3% | +17.8% | +14.9% |
| 6M | +20.9% | +12.1% | +8.8% | +17.5% |
| YTD | +11.4% | +20.3% | -8.9% | +5.4% |
| 1Y | +25.9% | +41.0% | -15.1% | +10.6% |
| All | +25.9% | +40.6% | -14.7% | +10.6% |
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 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