+58.4%
NDAQ vs RY
+140.8%
-82.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.5% |
| 7D | -2.4% | +3.1% | -5.6% | -4.0% |
| 30D | +2.5% | -0.3% | +2.8% | +2.6% |
| 3M | +9.9% | +8.7% | +1.3% | +5.0% |
| 6M | +9.4% | +28.5% | -19.1% | -4.8% |
| YTD | +0.4% | +25.1% | -24.7% | -11.5% |
| 1Y | +4.0% | +46.3% | -42.3% | -16.0% |
| 3Y | +94.4% | +154.9% | -60.6% | +13.5% |
| All | +58.4% | +140.8% | -82.4% | -7.0% |
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