+200.6%
W vs RY
+343.4%
-142.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.9% | -5.4% | -5.0% |
| 7D | -5.6% | -1.1% | -4.5% | -4.0% |
| 30D | +7.5% | +4.4% | +3.1% | +2.8% |
| 3M | +5.4% | -2.9% | +8.3% | +9.0% |
| 6M | +79.4% | +15.6% | +63.8% | +52.6% |
| YTD | +12.9% | +21.8% | -8.9% | -9.7% |
| 1Y | +12.4% | +42.6% | -30.2% | -25.0% |
| 3Y | +128.5% | +160.9% | -32.4% | -19.2% |
| 5Y | -54.0% | +126.1% | -180.0% | -80.2% |
| 10Y | +248.8% | +371.7% | -123.0% | -19.0% |
| All | +200.6% | +343.4% | -142.8% | -29.2% |
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