+209.9%
ON vs RY
+4,793.6%
-4,583.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.6% |
| 7D | +2.4% | +3.1% | -0.7% | -0.3% |
| 30D | -3.3% | -0.3% | -3.0% | -3.0% |
| 3M | -43.6% | +8.7% | -52.2% | -47.4% |
| 6M | +19.0% | +28.5% | -9.6% | -4.1% |
| YTD | +37.4% | +25.1% | +12.2% | +13.0% |
| 1Y | +54.8% | +46.3% | +8.5% | +11.2% |
| 3Y | -25.2% | +154.9% | -180.1% | -66.8% |
| 5Y | +62.7% | +140.3% | -77.6% | -22.4% |
| 10Y | +574.3% | +377.0% | +197.3% | +94.5% |
| All | +209.9% | +4,793.6% | -4,583.7% | -86.9% |
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