-73.7%
QS vs RY
+40.4%
-114.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.3% | +5.4% | +6.0% |
| 7D | +5.4% | -0.9% | +6.3% | +7.1% |
| 30D | -5.3% | +5.9% | -11.2% | -12.7% |
| 3M | -22.6% | -4.3% | -18.3% | -17.3% |
| 6M | -46.2% | +12.1% | -58.3% | -56.5% |
| YTD | -58.9% | +20.3% | -79.2% | -71.0% |
| All | -73.7% | +40.4% | -114.2% | -86.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling