+6,480.8%
ROP vs RY
+11,266.1%
-4,785.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +1.1% |
| 7D | +9.2% | -1.1% | +10.3% | +9.7% |
| 30D | +35.5% | +4.4% | +31.1% | +32.6% |
| 3M | +24.4% | -2.9% | +27.4% | +26.0% |
| 6M | +38.0% | +15.6% | +22.5% | +27.7% |
| YTD | +11.1% | +21.8% | -10.7% | -0.3% |
| 1Y | +10.9% | +42.6% | -31.7% | -8.0% |
| 3Y | -0.5% | +160.9% | -161.3% | -39.4% |
| 5Y | +4.5% | +126.1% | -121.6% | -32.3% |
| 10Y | +207.5% | +371.7% | -164.3% | +38.2% |
| All | +6,480.8% | +11,266.1% | -4,785.3% | +1,094.4% |
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