+4,149.0%
ROL vs RY
+11,266.1%
-7,117.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +2.1% |
| 7D | +11.7% | -1.1% | +12.8% | +12.2% |
| 30D | +27.7% | +4.4% | +23.3% | +25.4% |
| 3M | +3.7% | -2.9% | +6.6% | +4.7% |
| 6M | -27.8% | +15.6% | -43.3% | -32.1% |
| YTD | -34.7% | +21.8% | -56.5% | -40.0% |
| 1Y | -34.1% | +42.6% | -76.7% | -43.2% |
| 3Y | +5.9% | +160.9% | -155.0% | -29.3% |
| 5Y | +15.6% | +126.1% | -110.4% | -18.9% |
| 10Y | +226.5% | +371.7% | -145.2% | +67.1% |
| All | +4,149.0% | +11,266.1% | -7,117.0% | +817.8% |
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 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