-34.7%
ROL vs RY
+46.4%
-81.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.0% | -0.3% | +2.2% |
| 7D | +14.6% | +2.5% | +12.1% | +14.1% |
| 30D | +29.3% | +8.4% | +20.8% | +27.6% |
| 3M | +2.0% | +1.2% | +0.8% | +1.7% |
| 6M | -28.5% | +19.4% | -47.9% | -32.3% |
| YTD | -35.3% | +25.4% | -60.8% | -39.6% |
| 1Y | -34.7% | +46.7% | -81.4% | -42.8% |
| All | -34.7% | +46.4% | -81.1% | -42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling