+159.7%
RY vs COO
-25.2%
+185.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.0% |
| 7D | -0.9% | +4.7% | -5.6% | -1.6% |
| 30D | +5.9% | +13.9% | -8.0% | +3.8% |
| 3M | -4.3% | -14.9% | +10.7% | -2.1% |
| 6M | +12.1% | +2.0% | +10.1% | +10.9% |
| YTD | +20.3% | -23.9% | +44.2% | +24.8% |
| 1Y | +41.0% | -9.6% | +50.6% | +42.1% |
| All | +159.7% | -25.2% | +185.0% | +158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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