-37.0%
SPXU vs RY
+45.1%
-82.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | 0.0% |
| 7D | +1.3% | -0.5% | +1.8% | +0.7% |
| 30D | +5.1% | -1.9% | +7.0% | +2.7% |
| 3M | -9.1% | +5.1% | -14.3% | -0.8% |
| 6M | -29.6% | +28.2% | -57.7% | +7.8% |
| YTD | -27.7% | +22.9% | -50.6% | +5.6% |
| 1Y | -37.0% | +45.5% | -82.4% | +24.6% |
| All | -37.0% | +45.1% | -82.1% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling