-63.1%
W vs RY
+140.8%
-203.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +3.6% |
| 7D | -4.2% | +3.1% | -7.3% | -8.5% |
| 30D | -7.6% | -0.3% | -7.2% | -7.6% |
| 3M | +37.2% | +8.7% | +28.5% | +19.7% |
| 6M | +26.3% | +28.5% | -2.2% | -14.9% |
| YTD | -1.0% | +25.1% | -26.1% | -30.6% |
| 1Y | +20.1% | +46.3% | -26.2% | -34.4% |
| 3Y | +37.8% | +154.9% | -117.1% | -68.1% |
| All | -63.1% | +140.8% | -203.9% | -89.6% |
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