+157.5%
RY vs BB
+132.4%
+25.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -1.6% |
| 7D | -0.9% | +3.8% | -4.7% | -1.2% |
| 30D | +5.9% | -0.3% | +6.2% | +5.7% |
| 3M | -4.3% | -0.5% | -3.8% | -4.6% |
| 6M | +12.1% | +45.9% | -33.8% | +7.4% |
| YTD | +20.3% | +130.6% | -110.3% | +10.3% |
| 1Y | +41.0% | +89.2% | -48.2% | +31.3% |
| 3Y | +157.5% | +137.5% | +20.0% | +126.5% |
| All | +157.5% | +132.4% | +25.1% | +126.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling