+216.7%
ACWI vs RY
+360.6%
-143.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.8% |
| 7D | -2.4% | -0.9% | -1.5% | -1.8% |
| 30D | -5.2% | +5.9% | -11.0% | -8.6% |
| 3M | -4.8% | -4.3% | -0.6% | -2.3% |
| 6M | -1.3% | +12.1% | -13.4% | -8.6% |
| YTD | +8.4% | +20.3% | -11.9% | -4.1% |
| 1Y | +11.0% | +41.0% | -30.0% | -11.4% |
| 3Y | +70.6% | +157.5% | -87.0% | -8.9% |
| 5Y | +55.3% | +123.2% | -67.9% | -9.6% |
| All | +216.7% | +360.6% | -143.9% | +27.9% |
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