+159.8%
RY vs BB
+154.6%
+5.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | +0.3% |
| 7D | -0.6% | +11.6% | -12.2% | -1.5% |
| 30D | +6.1% | +2.6% | +3.6% | +5.7% |
| 3M | -3.4% | +3.5% | -6.9% | -4.0% |
| 6M | +12.8% | +43.5% | -30.7% | +8.2% |
| YTD | +21.0% | +141.2% | -120.1% | +10.5% |
| 1Y | +40.5% | +97.4% | -56.9% | +30.3% |
| All | +159.8% | +154.6% | +5.2% | +125.5% |
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