+141.9%
RY vs COO
-38.8%
+180.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | +3.1% | -2.2% | +5.3% | +3.7% |
| 30D | -0.3% | -7.0% | +6.7% | +1.3% |
| 3M | +8.7% | +12.2% | -3.5% | +5.2% |
| 6M | +28.5% | -15.1% | +43.7% | +33.1% |
| YTD | +25.1% | -15.1% | +40.2% | +29.4% |
| 1Y | +46.3% | +2.3% | +44.0% | +44.0% |
| 3Y | +154.9% | -23.7% | +178.6% | +164.4% |
| All | +141.9% | -38.8% | +180.7% | +158.0% |
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