+62.9%
ON vs RY
+140.8%
-77.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.8% |
| 7D | +2.4% | +3.1% | -0.7% | -1.0% |
| 30D | -3.3% | -0.3% | -3.0% | -3.0% |
| 3M | -43.6% | +8.7% | -52.2% | -48.4% |
| 6M | +19.0% | +28.5% | -9.6% | -9.7% |
| YTD | +37.4% | +25.1% | +12.2% | +6.9% |
| 1Y | +54.8% | +46.3% | +8.5% | +1.0% |
| 3Y | -25.2% | +154.9% | -180.1% | -74.2% |
| All | +62.9% | +140.8% | -77.9% | -37.8% |
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