+59.8%
SO vs RY
+140.8%
-81.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -0.2% | +3.1% | -3.3% | -1.0% |
| 30D | -4.6% | -0.3% | -4.3% | -4.5% |
| 3M | -3.0% | +8.7% | -11.7% | -5.6% |
| 6M | -8.3% | +28.5% | -36.8% | -15.1% |
| YTD | +3.5% | +25.1% | -21.6% | -3.5% |
| 1Y | -0.9% | +46.3% | -47.2% | -12.4% |
| 3Y | +45.4% | +154.9% | -109.6% | +4.0% |
| All | +59.8% | +140.8% | -81.0% | +14.7% |
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