+365.1%
SE vs RY
+249.3%
+115.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.9% | -2.8% | -3.2% |
| 7D | -1.2% | -1.1% | -0.1% | -0.1% |
| 30D | -21.7% | +4.4% | -26.1% | -24.5% |
| 3M | -34.2% | -2.9% | -31.2% | -32.7% |
| 6M | -10.5% | +15.6% | -26.0% | -21.6% |
| YTD | -40.7% | +21.8% | -62.5% | -50.4% |
| 1Y | -52.1% | +42.6% | -94.6% | -65.1% |
| 3Y | +68.9% | +160.9% | -92.0% | -29.7% |
| 5Y | -78.9% | +126.1% | -204.9% | -89.6% |
| All | +365.1% | +249.3% | +115.8% | +65.7% |
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