+159.4%
RY vs BR
-4.7%
+164.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.3% |
| 7D | +2.7% | -5.9% | +8.7% | +3.8% |
| 30D | -1.0% | +1.9% | -2.9% | -1.5% |
| 3M | +7.6% | +14.7% | -7.0% | +4.2% |
| 6M | +29.5% | -12.8% | +42.2% | +34.7% |
| YTD | +24.2% | -23.0% | +47.2% | +35.3% |
| 1Y | +46.4% | -31.7% | +78.1% | +67.2% |
| 3Y | +159.4% | -4.8% | +164.2% | +145.2% |
| All | +159.4% | -4.7% | +164.1% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling