-3.6%
SMR vs RY
+121.7%
-125.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.4% |
| 7D | +4.4% | +3.1% | +1.3% | +0.4% |
| 30D | +3.4% | -0.3% | +3.7% | +3.5% |
| 3M | -19.2% | +8.7% | -27.8% | -27.9% |
| 6M | -22.6% | +28.5% | -51.2% | -44.1% |
| YTD | -31.5% | +25.1% | -56.7% | -48.6% |
| 1Y | -73.1% | +46.3% | -119.4% | -83.1% |
| 3Y | +55.0% | +154.9% | -100.0% | -43.6% |
| All | -3.6% | +121.7% | -125.3% | -64.5% |
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 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