+3,848.5%
O vs RY
+11,573.6%
-7,725.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -0.7% | +3.1% | -3.9% | -2.2% |
| 30D | -1.9% | -0.3% | -1.6% | -1.8% |
| 3M | +3.8% | +8.7% | -4.8% | -0.4% |
| 6M | -4.7% | +28.5% | -33.3% | -15.6% |
| YTD | +12.5% | +25.1% | -12.6% | +0.7% |
| 1Y | +10.8% | +46.3% | -35.5% | -7.9% |
| 3Y | +28.8% | +154.9% | -126.2% | -18.4% |
| 5Y | +13.2% | +140.3% | -127.1% | -27.0% |
| 10Y | +53.5% | +377.0% | -323.6% | -27.7% |
| All | +3,848.5% | +11,573.6% | -7,725.2% | +834.5% |
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