-11.2%
VG vs RY
+15.7%
-26.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -6.3% |
| 7D | -22.0% | -1.1% | -20.9% | -22.2% |
| 30D | -14.7% | +4.4% | -19.2% | -11.1% |
| 3M | -7.1% | -2.9% | -4.1% | -9.4% |
| 6M | -11.2% | +15.6% | -26.7% | +5.5% |
| All | -11.2% | +15.7% | -26.9% | +5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling