+22.7%
USB vs RY
+124.6%
-102.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | +0.6% |
| 7D | -1.5% | -1.1% | -0.4% | -0.5% |
| 30D | +4.3% | +4.4% | -0.1% | +0.1% |
| 3M | -6.1% | -2.9% | -3.1% | -3.5% |
| 6M | +9.4% | +15.6% | -6.2% | -4.7% |
| YTD | +15.2% | +21.8% | -6.6% | -4.6% |
| 1Y | +32.8% | +42.6% | -9.8% | -5.4% |
| 3Y | +91.3% | +160.9% | -69.6% | -26.5% |
| 5Y | +22.7% | +126.1% | -103.4% | -44.5% |
| All | +22.7% | +124.6% | -102.0% | -44.5% |
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