+25.8%
ON vs RY
+125.1%
-99.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.6% |
| 7D | +17.0% | -0.5% | +17.6% | +17.8% |
| 30D | -3.9% | +4.7% | -8.6% | -8.4% |
| 3M | -11.5% | -4.5% | -7.0% | -6.7% |
| 6M | -29.2% | +12.5% | -41.7% | -37.6% |
| YTD | +36.2% | +21.1% | +15.0% | +10.1% |
| 1Y | +49.6% | +38.6% | +11.0% | +3.9% |
| 3Y | +9.4% | +160.2% | -150.7% | -63.1% |
| 5Y | +25.8% | +124.7% | -98.9% | -46.6% |
| All | +25.8% | +125.1% | -99.3% | -46.6% |
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