-32.8%
STZ vs RY
+140.8%
-173.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -1.9% | +3.1% | -5.0% | -3.2% |
| 30D | -1.9% | -0.3% | -1.6% | -1.8% |
| 3M | -6.2% | +8.7% | -14.9% | -9.8% |
| 6M | -14.0% | +28.5% | -42.5% | -23.1% |
| YTD | -5.1% | +25.1% | -30.2% | -14.3% |
| 1Y | -9.6% | +46.3% | -55.9% | -24.0% |
| 3Y | -47.2% | +154.9% | -202.2% | -65.3% |
| All | -32.8% | +140.8% | -173.5% | -55.6% |
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 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