+63.7%
T vs RY
+160.4%
-96.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +2.6% | -0.6% | +3.2% | +2.7% |
| 30D | -1.1% | +6.1% | -7.2% | -2.3% |
| 3M | -7.7% | -3.4% | -4.4% | -7.2% |
| 6M | -10.6% | +12.8% | -23.4% | -13.2% |
| YTD | -7.5% | +21.0% | -28.5% | -11.8% |
| 1Y | -7.4% | +40.5% | -47.9% | -16.1% |
| All | +63.7% | +160.4% | -96.7% | +22.1% |
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