+589.4%
SE vs RY
+258.7%
+330.6%
-90.5%
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% | -0.3% |
| 7D | -6.1% | +3.1% | -9.2% | -8.6% |
| 30D | -2.5% | -0.3% | -2.1% | -2.4% |
| 3M | +21.7% | +8.7% | +13.1% | +12.8% |
| 6M | +27.0% | +28.5% | -1.5% | +1.7% |
| YTD | -12.1% | +25.1% | -37.2% | -28.0% |
| 1Y | -40.9% | +46.3% | -87.2% | -57.9% |
| 3Y | +191.0% | +154.9% | +36.1% | +24.1% |
| 5Y | -68.3% | +140.3% | -208.6% | -85.1% |
| All | +589.4% | +258.7% | +330.6% | +140.3% |
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