-33.2%
VRSK vs RY
+44.3%
-77.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -5.2% | -2.2% | -2.9% | -5.9% |
| 30D | -2.3% | -3.6% | +1.2% | -3.4% |
| 3M | -2.9% | +3.9% | -6.9% | -1.7% |
| 6M | -12.8% | +26.4% | -39.2% | -7.4% |
| YTD | -20.8% | +22.3% | -43.1% | -16.5% |
| 1Y | -33.2% | +43.7% | -76.9% | -35.0% |
| All | -33.2% | +44.3% | -77.5% | -35.0% |
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