-100.0%
VIVK vs RY
+140.3%
-240.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.8% | +8.4% | +8.0% |
| 7D | +13.1% | +2.7% | +10.3% | +11.7% |
| 30D | -29.7% | -1.0% | -28.7% | -29.3% |
| 3M | -93.0% | +7.6% | -100.6% | -93.4% |
| 6M | -98.0% | +29.5% | -127.4% | -98.3% |
| YTD | -97.8% | +24.2% | -121.9% | -98.1% |
| 1Y | -100.0% | +46.4% | -146.4% | -100.0% |
| 3Y | -100.0% | +159.4% | -259.4% | -100.0% |
| 5Y | -100.0% | +141.8% | -241.8% | -100.0% |
| All | -100.0% | +140.3% | -240.3% | -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 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