+776.7%
RY vs BR
+1,321.0%
-544.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +0.7% |
| 7D | +3.1% | -5.3% | +8.4% | +5.4% |
| 30D | -0.3% | +6.4% | -6.8% | -3.2% |
| 3M | +8.7% | +13.6% | -5.0% | +1.9% |
| 6M | +28.5% | -6.7% | +35.2% | +30.4% |
| YTD | +25.1% | -21.1% | +46.2% | +35.7% |
| 1Y | +46.3% | -29.6% | +75.9% | +66.7% |
| 3Y | +154.9% | -2.4% | +157.3% | +147.8% |
| 5Y | +140.3% | +11.2% | +129.0% | +115.0% |
| 10Y | +377.0% | +191.8% | +185.3% | +160.5% |
| All | +776.7% | +1,321.0% | -544.3% | +107.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling