+243.6%
UMC vs RY
+3,543.0%
-3,299.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +5.1% |
| 7D | +5.0% | +3.1% | +1.8% | +2.5% |
| 30D | +7.7% | -0.3% | +8.0% | +7.8% |
| 3M | +1.7% | +8.7% | -7.0% | -4.4% |
| 6M | +113.9% | +28.5% | +85.4% | +78.6% |
| YTD | +168.9% | +25.1% | +143.8% | +127.8% |
| 1Y | +207.2% | +46.3% | +160.9% | +132.3% |
| 3Y | +227.7% | +154.9% | +72.8% | +63.5% |
| 5Y | +118.0% | +140.3% | -22.2% | +14.3% |
| 10Y | +1,682.1% | +377.0% | +1,305.1% | +428.3% |
| All | +243.6% | +3,543.0% | -3,299.5% | -79.3% |
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