+46.7%
RY vs BB
+88.0%
-41.3%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.0% | -3.9% | +2.6% |
| 7D | +2.5% | -6.8% | +9.3% | +2.8% |
| 30D | +8.4% | -3.5% | +12.0% | +8.5% |
| 3M | +1.2% | -1.2% | +2.5% | +1.1% |
| 6M | +19.4% | +57.0% | -37.6% | +14.9% |
| YTD | +25.4% | +131.1% | -105.7% | +15.7% |
| 1Y | +46.7% | +87.6% | -40.9% | +38.5% |
| All | +46.7% | +88.0% | -41.3% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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