+1,364.7%
UL vs RY
+11,121.0%
-9,756.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.1% |
| 7D | +1.1% | -0.9% | +2.0% | +1.5% |
| 30D | +8.2% | +5.9% | +2.4% | +6.0% |
| 3M | +4.5% | -4.3% | +8.8% | +6.0% |
| 6M | +12.6% | +12.1% | +0.4% | +7.8% |
| YTD | +3.5% | +20.3% | -16.7% | -3.4% |
| 1Y | -0.4% | +41.0% | -41.4% | -12.3% |
| 3Y | +36.0% | +157.5% | -121.5% | -4.1% |
| 5Y | +30.9% | +123.2% | -92.2% | -3.7% |
| 10Y | +97.5% | +365.7% | -268.2% | +9.6% |
| All | +1,364.7% | +11,121.0% | -9,756.3% | +225.2% |
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