-75.3%
QS vs RY
+140.8%
-216.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +1.5% |
| 7D | -2.3% | +3.1% | -5.4% | -6.5% |
| 30D | -0.7% | -0.3% | -0.4% | -0.6% |
| 3M | -39.6% | +8.7% | -48.3% | -46.3% |
| 6M | -21.7% | +28.5% | -50.3% | -44.6% |
| YTD | -47.4% | +25.1% | -72.5% | -61.1% |
| 1Y | -28.4% | +46.3% | -74.7% | -57.0% |
| 3Y | -22.6% | +154.9% | -177.5% | -78.9% |
| All | -75.3% | +140.8% | -216.1% | -92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling