+2,147.9%
SPY vs RY
+11,573.6%
-9,425.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | +0.1% | +3.1% | -3.0% | -1.4% |
| 30D | +0.1% | -0.3% | +0.4% | +0.1% |
| 3M | +2.0% | +8.7% | -6.7% | -2.3% |
| 6M | +13.0% | +28.5% | -15.5% | -0.6% |
| YTD | +13.5% | +25.1% | -11.6% | +1.1% |
| 1Y | +20.0% | +46.3% | -26.3% | -1.2% |
| 3Y | +77.2% | +154.9% | -77.7% | +9.7% |
| 5Y | +81.9% | +140.3% | -58.4% | +15.6% |
| 10Y | +314.1% | +377.0% | -63.0% | +87.5% |
| All | +2,147.9% | +11,573.6% | -9,425.8% | +203.6% |
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 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