+2.3%
ROP vs RY
+125.2%
-122.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.7% |
| 7D | +0.2% | -0.6% | +0.8% | +0.4% |
| 30D | +30.3% | +6.1% | +24.2% | +27.3% |
| 3M | +17.8% | -3.4% | +21.1% | +19.2% |
| 6M | +38.9% | +12.8% | +26.1% | +30.9% |
| YTD | +7.6% | +21.0% | -13.4% | -2.0% |
| 1Y | +6.5% | +40.5% | -34.0% | -9.8% |
| 3Y | -6.3% | +159.9% | -166.2% | -42.0% |
| All | +2.3% | +125.2% | -122.9% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling