+872.1%
RY vs BUD
+201.1%
+671.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +3.1% | +0.3% | +2.8% | +3.0% |
| 30D | -0.3% | -5.7% | +5.3% | +1.7% |
| 3M | +8.7% | +3.1% | +5.5% | +7.1% |
| 6M | +28.5% | +7.9% | +20.7% | +24.2% |
| YTD | +25.1% | +27.3% | -2.2% | +13.3% |
| 1Y | +46.3% | +37.8% | +8.5% | +28.2% |
| 3Y | +154.9% | +49.8% | +105.1% | +112.4% |
| 5Y | +140.3% | +43.8% | +96.5% | +99.3% |
| 10Y | +377.0% | -22.6% | +399.7% | +366.7% |
| All | +872.1% | +201.1% | +671.0% | +386.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling