-28.6%
U vs RY
+244.0%
-272.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -2.9% | +17.8% | +18.3% |
| 7D | +24.3% | -1.1% | +25.4% | +25.3% |
| 30D | +8.6% | +4.4% | +4.1% | +2.3% |
| 3M | +37.6% | -2.9% | +40.5% | +41.0% |
| 6M | +78.5% | +15.6% | +62.9% | +45.5% |
| YTD | +10.5% | +21.8% | -11.3% | -14.9% |
| 1Y | +15.2% | +42.6% | -27.4% | -27.2% |
| 3Y | +76.6% | +160.9% | -84.3% | -47.3% |
| 5Y | -67.9% | +126.1% | -194.0% | -88.2% |
| All | -28.6% | +244.0% | -272.6% | -77.6% |
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