+163.6%
RY vs BUD
+48.5%
+115.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.2% |
| 7D | -0.2% | +1.3% | -1.5% | -0.5% |
| 30D | +7.1% | +10.0% | -3.0% | +5.0% |
| 3M | -2.7% | +1.6% | -4.3% | -3.1% |
| 6M | +13.8% | +6.5% | +7.3% | +11.9% |
| YTD | +22.1% | +34.8% | -12.8% | +13.3% |
| 1Y | +43.1% | +36.5% | +6.6% | +32.3% |
| 3Y | +163.6% | +49.0% | +114.7% | +129.2% |
| All | +163.6% | +48.5% | +115.1% | +129.2% |
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