+533.2%
XYZ vs RY
+442.8%
+90.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | 0.0% |
| 7D | -1.0% | +3.1% | -4.1% | -4.1% |
| 30D | -1.7% | -0.3% | -1.4% | -1.5% |
| 3M | +16.7% | +8.7% | +8.1% | +6.3% |
| 6M | +26.9% | +28.5% | -1.7% | -3.5% |
| YTD | +27.1% | +25.1% | +2.0% | -0.6% |
| 1Y | +9.3% | +46.3% | -37.0% | -27.9% |
| 3Y | +42.3% | +154.9% | -112.7% | -48.2% |
| 5Y | -69.3% | +140.3% | -209.6% | -87.5% |
| 10Y | +586.8% | +377.0% | +209.8% | +67.4% |
| All | +533.2% | +442.8% | +90.4% | +37.4% |
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