+5,816.6%
ROK vs RY
+11,121.0%
-5,304.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.6% |
| 7D | -13.8% | -0.9% | -12.9% | -13.2% |
| 30D | -14.9% | +5.9% | -20.8% | -17.8% |
| 3M | -14.7% | -4.3% | -10.4% | -12.2% |
| 6M | -17.7% | +12.1% | -29.8% | -23.4% |
| YTD | -2.5% | +20.3% | -22.7% | -13.1% |
| 1Y | +2.3% | +41.0% | -38.8% | -17.6% |
| 3Y | +52.7% | +157.5% | -104.8% | -16.2% |
| 5Y | +20.5% | +123.2% | -102.6% | -27.9% |
| 10Y | +284.0% | +365.7% | -81.7% | +49.4% |
| All | +5,816.6% | +11,121.0% | -5,304.5% | +580.4% |
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