-100.0%
VIVK vs RY
+657.4%
-757.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.1% | -1.3% | +35.4% | +34.5% |
| 7D | -42.9% | -0.9% | -42.0% | -42.9% |
| 30D | -88.6% | +5.9% | -94.5% | -88.8% |
| 3M | -97.7% | -4.3% | -93.4% | -97.6% |
| 6M | -99.9% | +12.1% | -112.0% | -99.9% |
| YTD | -99.9% | +20.3% | -120.2% | -99.9% |
| 1Y | -100.0% | +41.0% | -141.0% | -100.0% |
| 3Y | -100.0% | +157.5% | -257.5% | -100.0% |
| 5Y | -100.0% | +123.2% | -223.2% | -100.0% |
| 10Y | -100.0% | +365.7% | -465.7% | -100.0% |
| All | -100.0% | +657.4% | -757.4% | -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