+3,124.4%
RY vs BG
+1,131.5%
+1,992.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +3.1% | +2.8% | +0.3% | +2.3% |
| 30D | -0.3% | +12.0% | -12.4% | -3.4% |
| 3M | +8.7% | -7.7% | +16.4% | +10.5% |
| 6M | +28.5% | +4.5% | +24.0% | +25.9% |
| YTD | +25.1% | +35.7% | -10.6% | +14.0% |
| 1Y | +46.3% | +50.1% | -3.8% | +29.0% |
| 3Y | +154.9% | +12.6% | +142.3% | +139.0% |
| 5Y | +140.3% | +75.4% | +64.9% | +95.5% |
| 10Y | +377.0% | +150.5% | +226.6% | +230.3% |
| All | +3,124.4% | +1,131.5% | +1,992.9% | +1,730.7% |
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