-53.7%
SMR vs RY
+114.3%
-168.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.2% | -3.1% |
| 7D | -8.3% | +0.6% | -8.8% | -8.8% |
| 30D | -20.1% | +5.0% | -25.1% | -24.9% |
| 3M | -52.7% | -5.3% | -47.4% | -49.3% |
| 6M | -61.0% | +13.8% | -74.9% | -67.3% |
| YTD | -67.1% | +21.0% | -88.1% | -74.2% |
| 1Y | -79.9% | +40.5% | -120.4% | -86.8% |
| 3Y | +101.7% | +159.7% | -57.9% | -25.9% |
| All | -53.7% | +114.3% | -168.0% | -82.2% |
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