+395.9%
RF vs RY
+11,602.4%
-11,206.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | -1.2% |
| 7D | +2.3% | +2.5% | -0.2% | +0.1% |
| 30D | +7.2% | +8.4% | -1.2% | -0.3% |
| 3M | -8.2% | +1.2% | -9.4% | -9.4% |
| 6M | +7.0% | +19.4% | -12.3% | -8.8% |
| YTD | +10.3% | +25.4% | -15.1% | -10.1% |
| 1Y | +25.1% | +46.7% | -21.6% | -11.4% |
| 3Y | +110.3% | +168.6% | -58.3% | -13.4% |
| 5Y | +47.1% | +132.3% | -85.2% | -30.2% |
| 10Y | +297.9% | +385.7% | -87.7% | +7.1% |
| All | +395.9% | +11,602.4% | -11,206.5% | -60.7% |
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