+40.5%
RY vs BUD
+38.6%
+1.8%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.4% |
| 7D | -0.6% | +6.0% | -6.6% | -1.2% |
| 30D | +6.1% | +11.3% | -5.1% | +4.9% |
| 3M | -3.4% | +3.6% | -6.9% | -3.9% |
| 6M | +12.8% | +7.7% | +5.1% | +11.5% |
| YTD | +21.0% | +36.4% | -15.3% | +15.9% |
| 1Y | +40.5% | +37.8% | +2.6% | +34.0% |
| All | +40.5% | +38.6% | +1.8% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 1y: compounded portfolio wealth divided by compounded BUD 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…
1y analysis · Full analysis span regression · 6 months rolling