+603.4%
SLB vs RY
+11,573.6%
-10,970.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.6% |
| 7D | +0.8% | +3.1% | -2.3% | -1.3% |
| 30D | +15.8% | -0.3% | +16.1% | +15.9% |
| 3M | -0.3% | +8.7% | -9.0% | -6.2% |
| 6M | +21.3% | +28.5% | -7.2% | +1.8% |
| YTD | +52.3% | +25.1% | +27.2% | +30.1% |
| 1Y | +63.6% | +46.3% | +17.3% | +25.6% |
| 3Y | +3.8% | +154.9% | -151.2% | -45.9% |
| 5Y | +128.6% | +140.3% | -11.6% | +25.0% |
| 10Y | -3.1% | +377.0% | -380.1% | -63.2% |
| All | +603.4% | +11,573.6% | -10,970.3% | -12.2% |
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 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