+2,211.9%
SAP vs RY
+11,573.6%
-9,361.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | -2.9% | +3.1% | -6.0% | -4.6% |
| 30D | +9.0% | -0.3% | +9.3% | +9.0% |
| 3M | +14.9% | +8.7% | +6.3% | +9.1% |
| 6M | +11.9% | +28.5% | -16.6% | -3.5% |
| YTD | -9.9% | +25.1% | -35.0% | -21.3% |
| 1Y | -19.5% | +46.3% | -65.8% | -35.8% |
| 3Y | +61.8% | +154.9% | -93.1% | -6.6% |
| 5Y | +56.2% | +140.3% | -84.1% | -7.0% |
| 10Y | +180.6% | +377.0% | -196.4% | +12.4% |
| All | +2,211.9% | +11,573.6% | -9,361.7% | +80.7% |
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 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