+7.8%
ON vs RY
+122.0%
-114.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.9% |
| 7D | -11.7% | -0.9% | -10.8% | -10.7% |
| 30D | -23.3% | +5.9% | -29.1% | -27.8% |
| 3M | -19.2% | -4.3% | -14.9% | -15.1% |
| 6M | -40.1% | +12.1% | -52.3% | -47.1% |
| YTD | +16.9% | +20.3% | -3.3% | -4.9% |
| 1Y | +29.7% | +41.0% | -11.3% | -11.8% |
| 3Y | -4.4% | +157.5% | -161.9% | -67.5% |
| All | +7.8% | +122.0% | -114.2% | -54.5% |
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 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