+49.7%
ROK vs RY
+159.8%
-110.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.8% |
| 7D | +0.7% | +3.1% | -2.4% | -1.5% |
| 30D | -3.3% | -0.3% | -3.0% | -3.2% |
| 3M | -5.9% | +8.7% | -14.5% | -11.3% |
| 6M | +13.9% | +28.5% | -14.7% | -4.6% |
| YTD | +12.6% | +25.1% | -12.5% | -4.0% |
| 1Y | +28.6% | +46.3% | -17.7% | -1.0% |
| All | +49.7% | +159.8% | -110.1% | -19.9% |
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