+107.7%
T vs RY
+154.9%
-47.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | -1.3% | +3.1% | -4.4% | -1.9% |
| 30D | +11.4% | -0.3% | +11.7% | +11.4% |
| 3M | +14.3% | +8.7% | +5.6% | +12.0% |
| 6M | -9.3% | +28.5% | -37.8% | -14.8% |
| YTD | +7.1% | +25.1% | -18.0% | +1.1% |
| 1Y | -9.1% | +46.3% | -55.4% | -18.6% |
| All | +107.7% | +154.9% | -47.1% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling