+570.5%
XYZ vs RY
+444.2%
+126.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +3.0% | +12.3% | +12.1% |
| 7D | +16.5% | +2.5% | +14.1% | +13.9% |
| 30D | +15.0% | +8.4% | +6.5% | +5.8% |
| 3M | +3.5% | +1.2% | +2.3% | +2.3% |
| 6M | +21.9% | +19.4% | +2.5% | +0.5% |
| YTD | +34.6% | +25.4% | +9.2% | +5.2% |
| 1Y | +20.7% | +46.7% | -26.0% | -20.5% |
| 3Y | +80.0% | +168.6% | -88.6% | -38.0% |
| 5Y | -64.6% | +132.3% | -196.9% | -85.1% |
| 10Y | +619.5% | +385.7% | +233.8% | +74.0% |
| All | +570.5% | +444.2% | +126.3% | +45.4% |
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