+1,324.8%
UL vs RY
+11,573.6%
-10,248.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -1.3% | +3.1% | -4.5% | -2.4% |
| 30D | +0.5% | -0.3% | +0.8% | +0.5% |
| 3M | +17.6% | +8.7% | +8.9% | +14.0% |
| 6M | -5.4% | +28.5% | -33.9% | -13.6% |
| YTD | +0.7% | +25.1% | -24.4% | -7.3% |
| 1Y | -9.3% | +46.3% | -55.5% | -21.1% |
| 3Y | +24.5% | +154.9% | -130.4% | -11.9% |
| 5Y | +23.2% | +140.3% | -117.1% | -11.8% |
| 10Y | +64.5% | +377.0% | -312.6% | -9.5% |
| All | +1,324.8% | +11,573.6% | -10,248.8% | +212.2% |
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