+312.3%
A vs RY
+355.6%
-43.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.9% |
| 7D | -0.1% | -3.0% | +2.9% | +1.8% |
| 30D | +3.3% | +6.3% | -3.0% | -0.6% |
| 3M | +18.5% | -2.6% | +21.1% | +20.2% |
| 6M | +59.3% | +13.9% | +45.4% | +45.6% |
| YTD | +31.0% | +21.7% | +9.3% | +14.6% |
| 1Y | +19.3% | +40.4% | -21.1% | -4.9% |
| 3Y | +66.8% | +161.3% | -94.5% | -11.9% |
| 5Y | +15.5% | +126.5% | -111.0% | -33.3% |
| 10Y | +312.3% | +354.3% | -42.0% | +65.6% |
| All | +312.3% | +355.6% | -43.3% | +65.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling