-100.0%
VIVK vs RY
+45.1%
-145.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.0% | -5.3% | -6.3% |
| 7D | -7.9% | -0.5% | -7.4% | -7.8% |
| 30D | -42.0% | -1.9% | -40.1% | -42.2% |
| 3M | -92.5% | +5.1% | -97.6% | -92.8% |
| 6M | -98.0% | +28.2% | -126.2% | -98.6% |
| YTD | -97.9% | +22.9% | -120.8% | -98.4% |
| 1Y | -100.0% | +45.5% | -145.4% | -100.0% |
| All | -100.0% | +45.1% | -145.1% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling