+41.2%
USB vs RY
+140.8%
-99.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.4% |
| 7D | +1.4% | +3.1% | -1.7% | -1.4% |
| 30D | -1.3% | -0.3% | -1.0% | -1.1% |
| 3M | +15.2% | +8.7% | +6.6% | +6.4% |
| 6M | +18.8% | +28.5% | -9.7% | -6.2% |
| YTD | +21.0% | +25.1% | -4.1% | -2.1% |
| 1Y | +34.0% | +46.3% | -12.3% | -6.6% |
| 3Y | +95.3% | +154.9% | -59.6% | -22.7% |
| All | +41.2% | +140.8% | -99.6% | -40.2% |
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 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