+557.5%
P vs RY
+463.2%
+94.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.0% | -8.0% | -7.4% |
| 7D | -19.4% | +2.5% | -21.8% | -21.0% |
| 30D | -22.3% | +8.4% | -30.8% | -27.3% |
| 3M | +33.2% | +1.2% | +32.0% | +31.8% |
| 6M | +53.6% | +19.4% | +34.3% | +33.5% |
| YTD | +66.8% | +25.4% | +41.4% | +40.0% |
| 1Y | +17.5% | +46.7% | -29.2% | -12.7% |
| 3Y | +219.7% | +168.6% | +51.1% | +49.7% |
| 5Y | +307.8% | +132.3% | +175.5% | +110.8% |
| 10Y | +855.3% | +385.7% | +469.6% | +199.8% |
| All | +557.5% | +463.2% | +94.3% | +89.9% |
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