+563.6%
RY vs URA
-53.7%
+617.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.3% | +2.4% | -1.6% |
| 7D | -1.1% | -13.3% | +12.2% | +2.4% |
| 30D | +4.4% | -25.9% | +30.3% | +12.3% |
| 3M | -2.9% | -27.8% | +24.8% | +4.7% |
| 6M | +15.6% | -42.8% | +58.4% | +31.0% |
| YTD | +21.8% | -27.5% | +49.3% | +28.1% |
| 1Y | +42.6% | -35.1% | +77.7% | +53.8% |
| 3Y | +160.9% | +31.1% | +129.8% | +121.8% |
| 5Y | +126.1% | +29.8% | +96.3% | +84.8% |
| 10Y | +371.7% | +265.1% | +106.6% | +150.2% |
| All | +563.6% | -53.7% | +617.3% | +456.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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