-42.4%
TECH vs RY
+140.8%
-183.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.5% |
| 7D | +0.1% | +3.1% | -3.0% | -2.1% |
| 30D | +0.7% | -0.3% | +1.0% | +0.8% |
| 3M | +36.3% | +8.7% | +27.7% | +27.8% |
| 6M | +25.6% | +28.5% | -3.0% | +3.8% |
| YTD | +23.7% | +25.1% | -1.4% | +4.2% |
| 1Y | +37.6% | +46.3% | -8.6% | +3.0% |
| 3Y | -6.6% | +154.9% | -161.5% | -53.8% |
| All | -42.4% | +140.8% | -183.1% | -70.7% |
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