+22.2%
Z vs RY
+438.3%
-416.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.0% | +6.4% | +7.0% |
| 7D | +10.2% | +2.5% | +7.7% | +8.2% |
| 30D | +23.7% | +8.4% | +15.2% | +16.1% |
| 3M | -6.6% | +1.2% | -7.8% | -7.5% |
| 6M | -23.0% | +19.4% | -42.4% | -33.5% |
| YTD | -50.3% | +25.4% | -75.7% | -58.7% |
| 1Y | -53.6% | +46.7% | -100.3% | -66.0% |
| 3Y | -10.1% | +168.6% | -178.7% | -59.3% |
| 5Y | -49.8% | +132.3% | -182.0% | -74.4% |
| 10Y | -1.6% | +385.7% | -387.3% | -69.7% |
| All | +22.2% | +438.3% | -416.0% | -64.2% |
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