+15.8%
Q vs RY
+41.4%
-25.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.9% | -4.5% | -4.2% |
| 7D | -10.3% | -1.1% | -9.2% | -9.0% |
| 30D | -17.7% | +4.4% | -22.1% | -21.3% |
| 3M | -18.8% | -2.9% | -15.9% | -15.6% |
| 6M | -24.8% | +15.6% | -40.4% | -38.4% |
| YTD | +35.0% | +21.8% | +13.2% | -1.2% |
| 1Y | +10.7% | +42.6% | -31.9% | -35.6% |
| All | +15.8% | +41.4% | -25.6% | -31.7% |
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