+10.7%
O vs RY
+122.0%
-111.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.3% |
| 7D | +3.7% | -0.9% | +4.6% | +4.0% |
| 30D | +11.2% | +5.9% | +5.3% | +8.7% |
| 3M | -4.0% | -4.3% | +0.3% | -2.5% |
| 6M | -5.2% | +12.1% | -17.4% | -9.8% |
| YTD | +9.5% | +20.3% | -10.8% | +1.1% |
| 1Y | +10.6% | +41.0% | -30.4% | -4.6% |
| 3Y | +38.1% | +157.5% | -119.4% | -9.3% |
| All | +10.7% | +122.0% | -111.3% | -23.1% |
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