+1,866.7%
OMC vs RY
+11,573.6%
-9,706.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.1% |
| 7D | -6.4% | +3.1% | -9.5% | -7.9% |
| 30D | +1.1% | -0.3% | +1.4% | +1.1% |
| 3M | +10.4% | +8.7% | +1.7% | +5.6% |
| 6M | -1.7% | +28.5% | -30.2% | -13.7% |
| YTD | +4.4% | +25.1% | -20.7% | -7.2% |
| 1Y | +8.4% | +46.3% | -37.8% | -11.1% |
| 3Y | +14.4% | +154.9% | -140.5% | -29.7% |
| 5Y | +33.9% | +140.3% | -106.4% | -15.3% |
| 10Y | +34.9% | +377.0% | -342.2% | -38.5% |
| All | +1,866.7% | +11,573.6% | -9,706.9% | +159.3% |
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