+543.0%
XYZ vs RY
+428.5%
+114.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -1.0% |
| 7D | +9.2% | -1.1% | +10.3% | +10.9% |
| 30D | +9.8% | +4.4% | +5.4% | +5.2% |
| 3M | -0.2% | -2.9% | +2.8% | +3.2% |
| 6M | +18.0% | +15.6% | +2.4% | +0.7% |
| YTD | +29.1% | +21.8% | +7.3% | +4.1% |
| 1Y | +14.1% | +42.6% | -28.5% | -22.5% |
| 3Y | +72.6% | +160.9% | -88.3% | -38.7% |
| 5Y | -64.6% | +126.1% | -190.7% | -84.6% |
| 10Y | +590.0% | +371.7% | +218.3% | +72.2% |
| All | +543.0% | +428.5% | +114.5% | +43.9% |
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