-64.8%
Z vs RY
+140.8%
-205.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.5% |
| 7D | -3.0% | +3.1% | -6.1% | -5.6% |
| 30D | -4.2% | -0.3% | -3.9% | -4.2% |
| 3M | -3.7% | +8.7% | -12.4% | -11.3% |
| 6M | -24.5% | +28.5% | -53.0% | -40.6% |
| YTD | -49.3% | +25.1% | -74.4% | -59.1% |
| 1Y | -58.7% | +46.3% | -105.0% | -71.3% |
| 3Y | -34.1% | +154.9% | -189.1% | -73.1% |
| All | -64.8% | +140.8% | -205.6% | -84.7% |
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