+157.5%
RY vs BUD
+49.3%
+108.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | -0.9% | +4.5% | -5.4% | -1.7% |
| 30D | +5.9% | +12.5% | -6.7% | +3.3% |
| 3M | -4.3% | 0.0% | -4.3% | -4.4% |
| 6M | +12.1% | +3.8% | +8.3% | +10.9% |
| YTD | +20.3% | +33.1% | -12.8% | +11.9% |
| 1Y | +41.0% | +35.5% | +5.5% | +30.6% |
| 3Y | +157.5% | +49.4% | +108.1% | +121.6% |
| All | +157.5% | +49.3% | +108.2% | +121.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling