+3,831.1%
ROL vs RY
+11,573.6%
-7,742.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | -1.4% | +3.1% | -4.5% | -2.7% |
| 30D | -4.1% | -0.3% | -3.8% | -4.1% |
| 3M | -22.5% | +8.7% | -31.2% | -25.3% |
| 6M | -37.7% | +28.5% | -66.2% | -43.9% |
| YTD | -39.6% | +25.1% | -64.7% | -45.1% |
| 1Y | -36.0% | +46.3% | -82.3% | -45.4% |
| 3Y | -5.1% | +154.9% | -160.1% | -36.0% |
| 5Y | -3.4% | +140.3% | -143.7% | -33.9% |
| 10Y | +215.2% | +377.0% | -161.8% | +60.7% |
| All | +3,831.1% | +11,573.6% | -7,742.5% | +740.9% |
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