+159.7%
RY vs BUD
+49.6%
+110.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | +0.6% | +1.0% | -0.4% | +0.4% |
| 30D | +5.0% | +6.7% | -1.6% | +3.6% |
| 3M | -5.3% | +5.7% | -11.0% | -6.5% |
| 6M | +13.8% | +5.8% | +8.0% | +12.1% |
| YTD | +21.0% | +34.4% | -13.4% | +12.3% |
| 1Y | +40.5% | +33.3% | +7.2% | +30.6% |
| 3Y | +159.7% | +48.8% | +110.8% | +125.1% |
| All | +159.7% | +49.6% | +110.1% | +125.1% |
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