+38.4%
S vs RY
+158.9%
-120.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.9% | -5.9% | -7.0% |
| 7D | -16.7% | -1.1% | -15.6% | -16.0% |
| 30D | -17.0% | +4.4% | -21.4% | -19.0% |
| 3M | +2.0% | -2.9% | +4.9% | +3.9% |
| 6M | +35.1% | +15.6% | +19.5% | +21.3% |
| YTD | +42.8% | +21.8% | +21.0% | +22.5% |
| 1Y | +27.7% | +42.6% | -14.9% | -4.6% |
| All | +38.4% | +158.9% | -120.5% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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