+148.8%
UMC vs RY
+3,423.7%
-3,274.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.6% | +8.0% | +8.1% |
| 7D | -8.3% | -0.6% | -7.7% | -7.7% |
| 30D | -34.5% | +6.1% | -40.6% | -37.1% |
| 3M | -20.0% | -3.4% | -16.6% | -18.0% |
| 6M | -0.7% | +12.8% | -13.5% | -9.1% |
| YTD | +94.7% | +21.0% | +73.7% | +69.1% |
| 1Y | +106.0% | +40.5% | +65.5% | +60.4% |
| 3Y | +124.3% | +159.9% | -35.6% | +10.5% |
| 5Y | +78.0% | +125.0% | -47.0% | -2.2% |
| 10Y | +1,225.9% | +350.6% | +875.4% | +310.9% |
| All | +148.8% | +3,423.7% | -3,274.9% | -84.6% |
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