+77.6%
SO vs RY
+124.6%
-47.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +1.0% |
| 7D | +0.4% | -1.1% | +1.5% | +0.6% |
| 30D | +9.2% | +4.4% | +4.8% | +7.8% |
| 3M | +1.1% | -2.9% | +4.0% | +1.8% |
| 6M | -1.1% | +15.6% | -16.6% | -5.6% |
| YTD | +9.7% | +21.8% | -12.1% | +2.8% |
| 1Y | +5.5% | +42.6% | -37.1% | -6.2% |
| 3Y | +47.0% | +160.9% | -113.9% | +3.5% |
| 5Y | +77.6% | +126.1% | -48.5% | +32.1% |
| All | +77.6% | +124.6% | -47.0% | +32.1% |
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