-41.1%
QS vs RY
+45.9%
-87.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +3.2% |
| 7D | +2.2% | +2.7% | -0.5% | -2.4% |
| 30D | -8.1% | -1.0% | -7.1% | -7.0% |
| 3M | -27.0% | +7.6% | -34.7% | -36.6% |
| 6M | -16.4% | +29.5% | -45.9% | -48.4% |
| YTD | -46.4% | +24.2% | -70.5% | -64.1% |
| 1Y | -41.1% | +46.4% | -87.5% | -71.5% |
| All | -41.1% | +45.9% | -87.0% | -71.5% |
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