+742.7%
RY vs BR
+1,465.0%
-722.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.5% |
| 7D | -0.9% | +6.5% | -7.4% | -3.5% |
| 30D | +5.9% | +18.9% | -13.0% | -1.7% |
| 3M | -4.3% | +16.3% | -20.5% | -10.6% |
| 6M | +12.1% | +26.2% | -14.1% | +0.1% |
| YTD | +20.3% | -13.1% | +33.4% | +24.9% |
| 1Y | +41.0% | -10.5% | +51.5% | +44.5% |
| 3Y | +157.5% | +13.3% | +144.2% | +134.1% |
| 5Y | +123.2% | +19.9% | +103.3% | +93.6% |
| 10Y | +365.7% | +254.2% | +111.4% | +132.7% |
| All | +742.7% | +1,465.0% | -722.3% | +90.5% |
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