+2,642.2%
SO vs RY
+11,266.1%
-8,623.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.9% |
| 7D | +0.4% | -1.1% | +1.5% | +0.6% |
| 30D | +9.2% | +4.4% | +4.8% | +8.1% |
| 3M | +1.1% | -2.9% | +4.0% | +1.7% |
| 6M | -1.1% | +15.6% | -16.6% | -4.5% |
| YTD | +9.7% | +21.8% | -12.1% | +4.5% |
| 1Y | +5.5% | +42.6% | -37.1% | -3.1% |
| 3Y | +47.0% | +160.9% | -113.9% | +16.9% |
| 5Y | +77.6% | +126.1% | -48.5% | +45.2% |
| 10Y | +181.0% | +371.7% | -190.7% | +95.3% |
| All | +2,642.2% | +11,266.1% | -8,623.9% | +1,089.7% |
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 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