+5,359.2%
ROP vs RY
+11,573.6%
-6,214.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.2% |
| 7D | -4.4% | +3.1% | -7.6% | -5.9% |
| 30D | +3.2% | -0.3% | +3.6% | +3.2% |
| 3M | +23.1% | +8.7% | +14.4% | +17.6% |
| 6M | +13.3% | +28.5% | -15.2% | -0.7% |
| YTD | -7.9% | +25.1% | -33.0% | -18.3% |
| 1Y | -22.1% | +46.3% | -68.3% | -36.1% |
| 3Y | -16.8% | +154.9% | -171.7% | -48.8% |
| 5Y | -13.5% | +140.3% | -153.8% | -45.7% |
| 10Y | +137.7% | +377.0% | -239.4% | +6.3% |
| All | +5,359.2% | +11,573.6% | -6,214.5% | +879.0% |
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