+62.6%
UMC vs RY
+122.0%
-59.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +4.5% |
| 7D | -17.0% | -0.9% | -16.1% | -16.2% |
| 30D | -40.6% | +5.9% | -46.4% | -42.9% |
| 3M | -27.9% | -4.3% | -23.6% | -25.4% |
| 6M | -7.5% | +12.1% | -19.6% | -15.3% |
| YTD | +79.3% | +20.3% | +59.0% | +55.0% |
| 1Y | +92.8% | +41.0% | +51.8% | +46.4% |
| 3Y | +108.2% | +157.5% | -49.4% | -8.7% |
| All | +62.6% | +122.0% | -59.4% | -18.5% |
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