+14.7%
RTX vs RY
+46.4%
-31.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.7% | -3.6% |
| 7D | +1.3% | +2.5% | -1.1% | +0.5% |
| 30D | +7.6% | +8.4% | -0.8% | +4.6% |
| 3M | -8.6% | +1.2% | -9.9% | -9.0% |
| 6M | +15.6% | +19.4% | -3.7% | +5.9% |
| YTD | +9.4% | +25.4% | -16.1% | -3.1% |
| 1Y | +14.7% | +46.7% | -32.0% | -5.0% |
| All | +14.7% | +46.4% | -31.7% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling