+162.5%
ON vs RY
+4,664.7%
-4,502.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.9% | -8.7% | -9.0% |
| 7D | -16.3% | -1.1% | -15.2% | -15.3% |
| 30D | -27.0% | +4.4% | -31.4% | -29.6% |
| 3M | -18.1% | -2.9% | -15.1% | -15.8% |
| 6M | -38.6% | +15.6% | -54.2% | -45.7% |
| YTD | +16.4% | +21.8% | -5.5% | -1.8% |
| 1Y | +25.8% | +42.6% | -16.8% | -7.4% |
| 3Y | -7.7% | +160.9% | -168.6% | -59.5% |
| 5Y | +6.6% | +126.1% | -119.5% | -46.4% |
| 10Y | +444.6% | +371.7% | +72.9% | +59.2% |
| All | +162.5% | +4,664.7% | -4,502.1% | -88.6% |
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 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