-33.5%
QS vs RY
+160.3%
-193.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.2% | -5.0% | -4.9% |
| 7D | -14.0% | +0.6% | -14.6% | -14.6% |
| 30D | -6.4% | +5.0% | -11.4% | -11.9% |
| 3M | -40.3% | -5.3% | -34.9% | -35.7% |
| 6M | -57.5% | +13.8% | -71.3% | -64.2% |
| YTD | -64.7% | +21.0% | -85.6% | -72.4% |
| 1Y | -72.9% | +40.5% | -113.4% | -82.4% |
| 3Y | -33.5% | +159.7% | -193.1% | -84.2% |
| All | -33.5% | +160.3% | -193.7% | -84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling