+157.5%
RY vs BR
+13.3%
+144.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.0% |
| 7D | -0.9% | +6.5% | -7.4% | -1.9% |
| 30D | +5.9% | +18.9% | -13.0% | +3.0% |
| 3M | -4.3% | +16.3% | -20.5% | -6.7% |
| 6M | +12.1% | +26.2% | -14.1% | +7.4% |
| YTD | +20.3% | -13.1% | +33.4% | +27.8% |
| 1Y | +41.0% | -10.5% | +51.5% | +48.1% |
| 3Y | +157.5% | +13.3% | +144.2% | +132.3% |
| All | +157.5% | +13.3% | +144.3% | +132.3% |
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