-72.0%
S vs RY
+140.8%
-212.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +1.0% |
| 7D | -7.7% | +3.1% | -10.8% | -10.2% |
| 30D | -5.3% | -0.3% | -5.0% | -5.3% |
| 3M | +20.3% | +8.7% | +11.6% | +11.1% |
| 6M | +47.4% | +28.5% | +18.8% | +16.0% |
| YTD | +32.5% | +25.1% | +7.4% | +6.5% |
| 1Y | +9.5% | +46.3% | -36.8% | -24.6% |
| 3Y | +15.5% | +154.9% | -139.4% | -55.0% |
| All | -72.0% | +140.8% | -212.8% | -88.8% |
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