+4,410.5%
RY vs BB
+258.8%
+4,151.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.1% | -5.6% | +8.8% | +3.6% |
| 30D | -0.3% | -11.8% | +11.5% | +0.7% |
| 3M | +8.7% | -25.5% | +34.2% | +10.8% |
| 6M | +28.5% | +121.3% | -92.7% | +18.1% |
| YTD | +25.1% | +103.2% | -78.1% | +15.8% |
| 1Y | +46.3% | +102.6% | -56.3% | +35.0% |
| 3Y | +154.9% | +37.5% | +117.4% | +136.6% |
| 5Y | +140.3% | -30.4% | +170.7% | +131.9% |
| 10Y | +377.0% | 0.0% | +377.0% | +305.7% |
| All | +4,410.5% | +258.8% | +4,151.6% | +2,951.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling