+99.5%
U vs RY
+155.6%
-56.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +6.9% |
| 7D | +36.6% | -0.9% | +37.5% | +36.9% |
| 30D | +13.3% | +5.9% | +7.5% | +5.2% |
| 3M | +26.2% | -4.3% | +30.4% | +31.1% |
| 6M | +88.7% | +12.1% | +76.6% | +58.8% |
| YTD | +16.6% | +20.3% | -3.7% | -9.5% |
| 1Y | +29.0% | +41.0% | -12.1% | -18.2% |
| 3Y | +99.5% | +157.5% | -58.0% | -35.0% |
| All | +99.5% | +155.6% | -56.1% | -35.0% |
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