-39.0%
U vs RY
+253.3%
-292.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.1% |
| 7D | -3.8% | +3.1% | -6.9% | -7.4% |
| 30D | +17.5% | -0.3% | +17.8% | +17.6% |
| 3M | +38.7% | +8.7% | +30.1% | +24.2% |
| 6M | +104.4% | +28.5% | +75.9% | +46.8% |
| YTD | -5.7% | +25.1% | -30.8% | -29.0% |
| 1Y | +3.7% | +46.3% | -42.6% | -35.8% |
| 3Y | +12.3% | +154.9% | -142.6% | -65.2% |
| 5Y | -68.8% | +140.3% | -209.1% | -89.0% |
| All | -39.0% | +253.3% | -292.3% | -81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling