-44.6%
QS vs RY
+251.1%
-295.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +1.4% |
| 7D | -2.3% | +3.1% | -5.4% | -5.9% |
| 30D | -0.7% | -0.3% | -0.4% | -0.6% |
| 3M | -39.6% | +8.7% | -48.3% | -45.3% |
| 6M | -21.7% | +28.5% | -50.3% | -41.5% |
| YTD | -47.4% | +25.1% | -72.5% | -59.2% |
| 1Y | -28.4% | +46.3% | -74.7% | -53.4% |
| 3Y | -22.6% | +154.9% | -177.5% | -73.0% |
| 5Y | -75.6% | +140.3% | -215.9% | -90.6% |
| All | -44.6% | +251.1% | -295.7% | -74.2% |
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 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