+31.1%
UL vs RY
+122.0%
-90.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.1% |
| 7D | +1.1% | -0.9% | +2.0% | +1.4% |
| 30D | +8.2% | +5.9% | +2.4% | +6.2% |
| 3M | +4.5% | -4.3% | +8.8% | +5.8% |
| 6M | +12.6% | +12.1% | +0.4% | +8.2% |
| YTD | +3.5% | +20.3% | -16.7% | -2.8% |
| 1Y | -0.4% | +41.0% | -41.4% | -11.5% |
| 3Y | +36.0% | +157.5% | -121.5% | -2.7% |
| All | +31.1% | +122.0% | -90.9% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling