+2,586.3%
NDAQ vs RY
+2,856.4%
-270.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -0.6% |
| 7D | +1.2% | -1.1% | +2.3% | +1.9% |
| 30D | +15.8% | +4.4% | +11.4% | +12.3% |
| 3M | +13.4% | -2.9% | +16.3% | +15.5% |
| 6M | +20.9% | +15.6% | +5.3% | +8.6% |
| YTD | +11.1% | +21.8% | -10.7% | -4.2% |
| 1Y | +26.5% | +42.6% | -16.1% | -2.4% |
| 3Y | +121.5% | +160.9% | -39.4% | +10.0% |
| 5Y | +61.3% | +126.1% | -64.8% | -12.6% |
| 10Y | +480.0% | +371.7% | +108.3% | +77.6% |
| All | +2,586.3% | +2,856.4% | -270.1% | +216.3% |
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 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