-100.0%
SPXU vs RY
+899.5%
-999.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +0.4% |
| 7D | -1.5% | +2.7% | -4.2% | +3.3% |
| 30D | +3.7% | -1.0% | +4.7% | +2.1% |
| 3M | -9.6% | +7.6% | -17.2% | +3.5% |
| 6M | -32.4% | +29.5% | -61.8% | +8.5% |
| YTD | -28.7% | +24.2% | -52.9% | +7.1% |
| 1Y | -38.2% | +46.4% | -84.6% | +24.6% |
| 3Y | -80.4% | +159.4% | -239.9% | +21.9% |
| 5Y | -86.0% | +141.8% | -227.9% | -3.7% |
| 10Y | -99.5% | +373.9% | -473.4% | -80.9% |
| All | -100.0% | +899.5% | -999.5% | -98.4% |
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