-33.3%
ROL vs RY
+41.3%
-74.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.1% | +1.7% |
| 7D | +3.4% | -0.6% | +4.0% | +3.4% |
| 30D | +20.8% | +6.1% | +14.6% | +19.7% |
| 3M | +3.7% | -3.4% | +7.1% | +4.2% |
| 6M | -27.7% | +12.8% | -40.5% | -30.7% |
| YTD | -34.9% | +21.0% | -55.9% | -38.8% |
| 1Y | -33.3% | +40.5% | -73.8% | -41.1% |
| All | -33.3% | +41.3% | -74.6% | -41.1% |
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