-68.0%
S vs RY
+124.6%
-192.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.9% | -5.9% | -6.4% |
| 7D | -16.7% | -1.1% | -15.6% | -15.8% |
| 30D | -17.0% | +4.4% | -21.4% | -19.9% |
| 3M | +2.0% | -2.9% | +4.9% | +4.3% |
| 6M | +35.1% | +15.6% | +19.5% | +17.4% |
| YTD | +42.8% | +21.8% | +21.0% | +17.2% |
| 1Y | +27.7% | +42.6% | -14.9% | -10.5% |
| 3Y | +33.0% | +160.9% | -127.9% | -50.3% |
| 5Y | -68.0% | +126.1% | -194.1% | -86.5% |
| All | -68.0% | +124.6% | -192.6% | -86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling