-11.8%
ROP vs RY
+140.8%
-152.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.3% |
| 7D | -4.4% | +3.1% | -7.6% | -5.6% |
| 30D | +3.2% | -0.3% | +3.6% | +3.3% |
| 3M | +23.1% | +8.7% | +14.4% | +18.2% |
| 6M | +13.3% | +28.5% | -15.2% | +0.8% |
| YTD | -7.9% | +25.1% | -33.0% | -17.1% |
| 1Y | -22.1% | +46.3% | -68.3% | -35.1% |
| 3Y | -16.8% | +154.9% | -171.7% | -47.7% |
| All | -11.8% | +140.8% | -152.6% | -44.2% |
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