+3,018.8%
RY vs BG
+931.4%
+2,087.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -0.6% | +5.0% | -5.5% | -1.8% |
| 30D | +6.1% | -3.2% | +9.4% | +6.9% |
| 3M | -3.4% | -11.2% | +7.8% | -0.7% |
| 6M | +12.8% | -19.4% | +32.2% | +18.3% |
| YTD | +21.0% | +13.6% | +7.4% | +15.1% |
| 1Y | +40.5% | +7.3% | +33.2% | +35.6% |
| 3Y | +159.9% | +3.8% | +156.1% | +148.1% |
| 5Y | +125.0% | +23.2% | +101.8% | +100.9% |
| 10Y | +350.6% | +97.9% | +252.6% | +231.8% |
| All | +3,018.8% | +931.4% | +2,087.4% | +1,749.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling