-77.1%
SE vs RY
+123.9%
-201.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +0.8% |
| 7D | 0.0% | -0.6% | +0.6% | +0.8% |
| 30D | -19.4% | +6.1% | -25.5% | -24.2% |
| 3M | -33.1% | -3.4% | -29.7% | -31.0% |
| 6M | -11.4% | +12.8% | -24.2% | -22.9% |
| YTD | -39.8% | +21.0% | -60.8% | -51.4% |
| 1Y | -50.5% | +40.5% | -90.9% | -66.0% |
| 3Y | +68.9% | +159.9% | -91.0% | -46.9% |
| 5Y | -77.1% | +125.0% | -202.1% | -90.2% |
| All | -77.1% | +123.9% | -201.0% | -90.2% |
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 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