-100.0%
SPXU vs RY
+868.0%
-968.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -2.9% |
| 7D | +7.6% | -0.9% | +8.5% | +6.6% |
| 30D | +17.5% | +5.9% | +11.7% | +30.7% |
| 3M | +14.7% | -4.3% | +18.9% | +7.7% |
| 6M | -0.1% | +12.1% | -12.2% | +24.4% |
| YTD | -19.8% | +20.3% | -40.1% | +15.3% |
| 1Y | -23.7% | +41.0% | -64.7% | +45.2% |
| 3Y | -79.5% | +157.5% | -237.0% | +26.3% |
| 5Y | -81.9% | +123.2% | -205.1% | +9.2% |
| 10Y | -99.5% | +365.7% | -465.2% | -81.4% |
| All | -100.0% | +868.0% | -968.0% | -98.3% |
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