+15.2%
OMC vs RY
+154.9%
-139.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.2% |
| 7D | -6.4% | +3.1% | -9.5% | -7.7% |
| 30D | +1.1% | -0.3% | +1.4% | +1.2% |
| 3M | +10.4% | +8.7% | +1.7% | +5.8% |
| 6M | -1.7% | +28.5% | -30.2% | -13.5% |
| YTD | +4.4% | +25.1% | -20.7% | -7.0% |
| 1Y | +8.4% | +46.3% | -37.8% | -11.4% |
| All | +15.2% | +154.9% | -139.7% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling