+50.5%
SO vs RY
+159.5%
-109.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | -1.5% | -0.9% | -0.6% | -1.3% |
| 30D | +8.1% | +5.9% | +2.2% | +7.0% |
| 3M | +0.2% | -4.3% | +4.5% | +0.9% |
| 6M | +0.4% | +12.1% | -11.7% | -2.0% |
| YTD | +8.5% | +20.3% | -11.8% | +4.5% |
| 1Y | +4.9% | +41.0% | -36.1% | -2.6% |
| All | +50.5% | +159.5% | -109.0% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling