+70.9%
NDAQ vs RY
+126.4%
-55.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | 0.0% | -3.0% | +3.0% | +1.6% |
| 30D | +16.3% | +6.3% | +10.1% | +12.7% |
| 3M | +15.8% | -2.6% | +18.4% | +17.3% |
| 6M | +24.8% | +13.9% | +10.9% | +15.9% |
| YTD | +14.1% | +21.7% | -7.6% | +1.9% |
| 1Y | +26.5% | +40.4% | -13.9% | +4.1% |
| 3Y | +119.1% | +161.3% | -42.2% | +25.0% |
| 5Y | +70.9% | +126.5% | -55.5% | +4.3% |
| All | +70.9% | +126.4% | -55.5% | +4.3% |
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