+151.8%
TER vs RY
+155.6%
-3.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.8% | +4.0% |
| 7D | -20.5% | -0.9% | -19.6% | -19.6% |
| 30D | -47.0% | +5.9% | -52.9% | -50.4% |
| 3M | -43.3% | -4.3% | -39.0% | -40.3% |
| 6M | -42.9% | +12.1% | -55.0% | -50.3% |
| YTD | +12.9% | +20.3% | -7.4% | -8.2% |
| 1Y | +18.2% | +41.0% | -22.8% | -17.2% |
| 3Y | +151.8% | +157.5% | -5.8% | -2.0% |
| All | +151.8% | +155.6% | -3.8% | -2.0% |
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