+2,593.6%
NDAQ vs RY
+2,818.7%
-225.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +1.2% |
| 7D | +0.8% | -0.9% | +1.7% | +1.5% |
| 30D | +16.5% | +5.9% | +10.7% | +12.0% |
| 3M | +13.5% | -4.3% | +17.8% | +16.7% |
| 6M | +20.9% | +12.1% | +8.8% | +11.0% |
| YTD | +11.4% | +20.3% | -8.9% | -3.1% |
| 1Y | +25.9% | +41.0% | -15.1% | -2.1% |
| 3Y | +119.9% | +157.5% | -37.7% | +10.2% |
| 5Y | +61.7% | +123.2% | -61.4% | -11.6% |
| 10Y | +481.6% | +365.7% | +115.9% | +79.7% |
| All | +2,593.6% | +2,818.7% | -225.1% | +219.9% |
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