-40.2%
TECH vs RY
+124.6%
-164.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +1.9% |
| 7D | -0.1% | -1.1% | +1.0% | +0.6% |
| 30D | +0.3% | +4.4% | -4.1% | -2.9% |
| 3M | +1.0% | -2.9% | +4.0% | +2.8% |
| 6M | +28.6% | +15.6% | +13.0% | +14.3% |
| YTD | +24.1% | +21.8% | +2.3% | +6.0% |
| 1Y | +21.9% | +42.6% | -20.7% | -7.6% |
| 3Y | +25.7% | +160.9% | -135.2% | -39.5% |
| 5Y | -40.2% | +126.1% | -166.3% | -68.3% |
| All | -40.2% | +124.6% | -164.8% | -68.3% |
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