+26.3%
UL vs RY
+154.9%
-128.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -1.3% | +3.1% | -4.5% | -2.1% |
| 30D | +0.5% | -0.3% | +0.8% | +0.5% |
| 3M | +17.6% | +8.7% | +8.9% | +14.8% |
| 6M | -5.4% | +28.5% | -33.9% | -11.7% |
| YTD | +0.7% | +25.1% | -24.4% | -5.5% |
| 1Y | -9.3% | +46.3% | -55.5% | -18.7% |
| All | +26.3% | +154.9% | -128.6% | -3.3% |
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 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