-28.4%
STZ vs RY
+124.6%
-153.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.2% | +0.5% |
| 7D | +11.8% | -1.1% | +12.9% | +12.3% |
| 30D | +26.0% | +4.4% | +21.5% | +23.7% |
| 3M | +11.5% | -2.9% | +14.5% | +12.7% |
| 6M | -2.0% | +15.6% | -17.5% | -8.4% |
| YTD | +7.9% | +21.8% | -14.0% | -1.6% |
| 1Y | +13.9% | +42.6% | -28.7% | -3.2% |
| 3Y | -35.8% | +160.9% | -196.7% | -58.2% |
| 5Y | -28.4% | +126.1% | -154.5% | -50.9% |
| All | -28.4% | +124.6% | -153.0% | -50.9% |
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