+82.7%
SAP vs RY
+158.9%
-76.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.3% | +2.6% |
| 7D | +4.0% | -1.1% | +5.1% | +4.4% |
| 30D | +15.7% | +4.4% | +11.3% | +13.7% |
| 3M | +23.4% | -2.9% | +26.4% | +24.6% |
| 6M | +41.3% | +15.6% | +25.7% | +30.9% |
| YTD | +2.0% | +21.8% | -19.8% | -8.1% |
| 1Y | -5.1% | +42.6% | -47.7% | -21.4% |
| All | +82.7% | +158.9% | -76.2% | +24.2% |
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