+483.8%
STX vs RY
+123.9%
+359.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.2% | +8.4% |
| 7D | -17.3% | -0.6% | -16.7% | -16.7% |
| 30D | -35.9% | +6.1% | -42.1% | -38.5% |
| 3M | -37.3% | -3.4% | -34.0% | -35.5% |
| 6M | -35.8% | +12.8% | -48.6% | -41.2% |
| YTD | +82.7% | +21.0% | +61.7% | +58.1% |
| 1Y | +71.6% | +40.5% | +31.2% | +33.0% |
| 3Y | +635.3% | +159.9% | +475.4% | +245.9% |
| 5Y | +483.8% | +125.0% | +358.8% | +208.9% |
| All | +483.8% | +123.9% | +359.8% | +208.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling