+126.1%
RY vs COO
-39.4%
+165.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.6% |
| 7D | -1.1% | +5.3% | -6.4% | -2.2% |
| 30D | +4.4% | +12.5% | -8.1% | +1.7% |
| 3M | -2.9% | -15.1% | +12.2% | +0.3% |
| 6M | +15.6% | +3.7% | +11.9% | +13.4% |
| YTD | +21.8% | -22.5% | +44.3% | +28.1% |
| 1Y | +42.6% | -7.8% | +50.4% | +43.5% |
| 3Y | +160.9% | -24.1% | +185.0% | +167.6% |
| 5Y | +126.1% | -40.1% | +166.2% | +141.6% |
| All | +126.1% | -39.4% | +165.5% | +141.6% |
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