-100.0%
VIVK vs RY
+688.0%
-788.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.7% | -11.6% | -12.1% |
| 7D | -1.4% | +3.1% | -4.5% | -2.3% |
| 30D | -43.6% | -0.3% | -43.3% | -43.5% |
| 3M | -95.1% | +8.7% | -103.8% | -95.3% |
| 6M | -98.2% | +28.5% | -126.7% | -98.4% |
| YTD | -97.9% | +25.1% | -123.0% | -98.1% |
| 1Y | -100.0% | +46.3% | -146.3% | -100.0% |
| 3Y | -100.0% | +154.9% | -254.9% | -100.0% |
| 5Y | -100.0% | +140.3% | -240.3% | -100.0% |
| 10Y | -100.0% | +377.0% | -477.0% | -100.0% |
| All | -100.0% | +688.0% | -788.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling