+24.7%
Z vs RY
+436.9%
-412.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.6% |
| 7D | -3.0% | +3.1% | -6.1% | -5.3% |
| 30D | -4.2% | -0.3% | -3.9% | -4.2% |
| 3M | -3.7% | +8.7% | -12.4% | -10.3% |
| 6M | -24.5% | +28.5% | -53.0% | -38.6% |
| YTD | -49.3% | +25.1% | -74.4% | -57.9% |
| 1Y | -58.7% | +46.3% | -105.0% | -69.8% |
| 3Y | -34.1% | +154.9% | -189.1% | -69.1% |
| 5Y | -64.5% | +140.3% | -204.8% | -82.5% |
| 10Y | -0.5% | +377.0% | -377.5% | -69.2% |
| All | +24.7% | +436.9% | -412.2% | -63.5% |
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