-1.6%
ROL vs RY
+154.9%
-156.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -1.4% | +3.1% | -4.5% | -2.3% |
| 30D | -4.1% | -0.3% | -3.8% | -4.0% |
| 3M | -22.5% | +8.7% | -31.2% | -24.6% |
| 6M | -37.7% | +28.5% | -66.2% | -42.6% |
| YTD | -39.6% | +25.1% | -64.7% | -43.9% |
| 1Y | -36.0% | +46.3% | -82.3% | -43.5% |
| All | -1.6% | +154.9% | -156.5% | -29.7% |
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