+169.3%
RTX vs RY
+140.8%
+28.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -5.2% | +3.1% | -8.3% | -6.5% |
| 30D | -9.4% | -0.3% | -9.1% | -9.3% |
| 3M | +12.3% | +8.7% | +3.6% | +7.9% |
| 6M | -3.1% | +28.5% | -31.7% | -13.7% |
| YTD | +10.7% | +25.1% | -14.4% | -0.3% |
| 1Y | +28.4% | +46.3% | -17.9% | +7.8% |
| 3Y | +147.1% | +154.9% | -7.9% | +57.4% |
| All | +169.3% | +140.8% | +28.6% | +70.6% |
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