-34.4%
ROL vs RY
+40.6%
-74.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.9% |
| 7D | +9.5% | -0.9% | +10.4% | +9.6% |
| 30D | +22.9% | +5.9% | +17.1% | +21.9% |
| 3M | +3.5% | -4.3% | +7.8% | +4.2% |
| 6M | -29.4% | +12.1% | -41.5% | -32.2% |
| YTD | -36.1% | +20.3% | -56.3% | -39.8% |
| 1Y | -34.4% | +41.0% | -75.4% | -41.3% |
| All | -34.4% | +40.6% | -74.9% | -41.3% |
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