+313.1%
A vs RY
+360.6%
-47.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.5% |
| 7D | -0.1% | -0.9% | +0.8% | +0.5% |
| 30D | +3.4% | +5.9% | -2.5% | -0.3% |
| 3M | +23.8% | -4.3% | +28.1% | +26.9% |
| 6M | +49.0% | +12.1% | +36.9% | +37.6% |
| YTD | +29.4% | +20.3% | +9.1% | +14.0% |
| 1Y | +19.4% | +41.0% | -21.6% | -5.2% |
| 3Y | +66.2% | +157.5% | -91.3% | -11.5% |
| 5Y | +15.8% | +123.2% | -107.4% | -32.5% |
| All | +313.1% | +360.6% | -47.4% | +65.3% |
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