-78.0%
SE vs RY
+122.0%
-200.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +1.4% |
| 7D | +2.0% | -0.9% | +2.9% | +3.1% |
| 30D | -20.0% | +5.9% | -25.9% | -24.5% |
| 3M | -31.8% | -4.3% | -27.5% | -29.0% |
| 6M | -15.9% | +12.1% | -28.0% | -26.3% |
| YTD | -40.6% | +20.3% | -60.9% | -51.8% |
| 1Y | -50.7% | +41.0% | -91.7% | -66.3% |
| 3Y | +70.3% | +157.5% | -87.2% | -45.9% |
| All | -78.0% | +122.0% | -200.0% | -90.5% |
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