+10.2%
O vs RY
+126.4%
-116.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +0.6% | -3.0% | +3.6% | +1.7% |
| 30D | +9.4% | +6.3% | +3.2% | +6.9% |
| 3M | -2.4% | -2.6% | +0.2% | -1.5% |
| 6M | -1.9% | +13.9% | -15.8% | -7.2% |
| YTD | +10.5% | +21.7% | -11.2% | +1.5% |
| 1Y | +10.0% | +40.4% | -30.5% | -4.9% |
| 3Y | +40.5% | +161.3% | -120.9% | -8.4% |
| 5Y | +10.2% | +126.5% | -116.3% | -24.0% |
| All | +10.2% | +126.4% | -116.2% | -24.0% |
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