+237.3%
P vs RY
+124.6%
+112.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -2.9% | -13.5% | -14.1% |
| 7D | -31.9% | -1.1% | -30.8% | -31.1% |
| 30D | -36.5% | +4.4% | -40.9% | -38.6% |
| 3M | +11.6% | -2.9% | +14.5% | +14.7% |
| 6M | +25.2% | +15.6% | +9.6% | +12.3% |
| YTD | +39.4% | +21.8% | +17.6% | +20.4% |
| 1Y | -3.7% | +42.6% | -46.3% | -26.2% |
| 3Y | +167.3% | +160.9% | +6.4% | +34.5% |
| 5Y | +237.3% | +126.1% | +111.3% | +88.9% |
| All | +237.3% | +124.6% | +112.7% | +88.9% |
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 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