+1,375.2%
UL vs RY
+11,191.3%
-9,816.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | +2.6% | -0.6% | +3.1% | +2.8% |
| 30D | +6.8% | +6.1% | +0.6% | +4.5% |
| 3M | +5.7% | -3.4% | +9.1% | +6.8% |
| 6M | +15.9% | +12.8% | +3.1% | +10.7% |
| YTD | +4.3% | +21.0% | -16.8% | -3.0% |
| 1Y | -0.4% | +40.5% | -40.9% | -12.2% |
| 3Y | +35.0% | +159.9% | -124.9% | -5.1% |
| 5Y | +31.6% | +125.0% | -93.4% | -3.5% |
| 10Y | +104.6% | +350.6% | -245.9% | +14.9% |
| All | +1,375.2% | +11,191.3% | -9,816.1% | +226.8% |
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