+123.3%
RY vs COO
-41.6%
+164.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.9% |
| 7D | -0.9% | +4.7% | -5.6% | -1.9% |
| 30D | +5.9% | +13.9% | -8.0% | +2.8% |
| 3M | -4.3% | -14.9% | +10.7% | -1.1% |
| 6M | +12.1% | +2.0% | +10.1% | +10.4% |
| YTD | +20.3% | -23.9% | +44.2% | +27.0% |
| 1Y | +41.0% | -9.6% | +50.6% | +42.5% |
| 3Y | +157.5% | -25.4% | +183.0% | +165.1% |
| All | +123.3% | -41.6% | +164.9% | +141.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling