+141.8%
RY vs BG
+84.8%
+57.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.1% | -1.6% |
| 7D | +2.7% | +2.4% | +0.4% | +2.2% |
| 30D | -1.0% | +15.0% | -16.0% | -3.7% |
| 3M | +7.6% | -0.7% | +8.3% | +7.5% |
| 6M | +29.5% | +7.5% | +22.0% | +26.7% |
| YTD | +24.2% | +41.6% | -17.4% | +14.2% |
| 1Y | +46.4% | +50.7% | -4.3% | +32.2% |
| 3Y | +159.4% | +20.3% | +139.1% | +145.1% |
| 5Y | +141.8% | +85.2% | +56.6% | +92.1% |
| All | +141.8% | +84.8% | +57.1% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling