+4,235.6%
RY vs BB
+307.3%
+3,928.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -1.7% |
| 7D | -0.9% | +3.8% | -4.7% | -1.3% |
| 30D | +5.9% | -0.3% | +6.2% | +5.7% |
| 3M | -4.3% | -0.5% | -3.8% | -4.7% |
| 6M | +12.1% | +45.9% | -33.8% | +7.0% |
| YTD | +20.3% | +130.6% | -110.3% | +9.7% |
| 1Y | +41.0% | +89.2% | -48.2% | +30.7% |
| 3Y | +157.5% | +137.5% | +20.0% | +127.6% |
| 5Y | +123.2% | -20.9% | +144.1% | +112.6% |
| 10Y | +365.7% | +25.4% | +340.3% | +286.9% |
| All | +4,235.6% | +307.3% | +3,928.3% | +2,789.9% |
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