+29.8%
ORCL vs RY
+124.6%
-94.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.9% | -4.1% | -5.2% |
| 7D | -17.5% | -1.1% | -16.4% | -16.9% |
| 30D | -20.2% | +4.4% | -24.6% | -22.2% |
| 3M | -19.9% | -2.9% | -17.0% | -18.5% |
| 6M | -37.4% | +15.6% | -53.0% | -42.4% |
| YTD | -40.1% | +21.8% | -61.9% | -46.7% |
| 1Y | -53.4% | +42.6% | -96.0% | -62.2% |
| 3Y | +10.4% | +160.9% | -150.5% | -35.9% |
| 5Y | +29.8% | +126.1% | -96.3% | -20.1% |
| All | +29.8% | +124.6% | -94.8% | -20.1% |
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