-27.8%
STM vs RY
+13.2%
-41.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +5.9% |
| 7D | -10.7% | -0.9% | -9.8% | -9.4% |
| 30D | -25.7% | +5.9% | -31.6% | -30.0% |
| 3M | -21.6% | -4.3% | -17.3% | -16.2% |
| 6M | -27.8% | +12.1% | -39.9% | -34.1% |
| All | -27.8% | +13.2% | -41.0% | -34.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling