+2,517.4%
SAP vs RY
+11,266.1%
-8,748.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.3% | +3.1% |
| 7D | +4.0% | -1.1% | +5.1% | +4.6% |
| 30D | +15.7% | +4.4% | +11.3% | +12.8% |
| 3M | +23.4% | -2.9% | +26.4% | +25.1% |
| 6M | +41.3% | +15.6% | +25.7% | +29.3% |
| YTD | +2.0% | +21.8% | -19.8% | -9.7% |
| 1Y | -5.1% | +42.6% | -47.7% | -23.2% |
| 3Y | +82.1% | +160.9% | -78.8% | +3.7% |
| 5Y | +77.2% | +126.1% | -48.9% | +9.0% |
| 10Y | +233.6% | +371.7% | -138.1% | +34.4% |
| All | +2,517.4% | +11,266.1% | -8,748.7% | +107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling