-54.2%
W vs RY
+122.0%
-176.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | +0.5% |
| 7D | -3.6% | -0.9% | -2.7% | -1.8% |
| 30D | +7.0% | +5.9% | +1.1% | -1.2% |
| 3M | +7.4% | -4.3% | +11.6% | +14.4% |
| 6M | +69.3% | +12.1% | +57.2% | +41.2% |
| YTD | +11.3% | +20.3% | -9.0% | -17.3% |
| 1Y | +13.2% | +41.0% | -27.8% | -35.0% |
| 3Y | +142.0% | +157.5% | -15.5% | -46.3% |
| All | -54.2% | +122.0% | -176.2% | -86.0% |
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