+316.8%
ADP vs RY
+360.6%
-43.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | 0.0% | -0.5% |
| 7D | +3.2% | -0.9% | +4.1% | +3.7% |
| 30D | +14.9% | +5.9% | +9.0% | +10.9% |
| 3M | +11.6% | -4.3% | +15.9% | +14.2% |
| 6M | +48.5% | +12.1% | +36.3% | +37.0% |
| YTD | +20.6% | +20.3% | +0.3% | +5.8% |
| 1Y | +23.7% | +41.0% | -17.3% | -2.3% |
| 3Y | +47.8% | +157.5% | -109.7% | -23.5% |
| 5Y | +47.7% | +123.2% | -75.5% | -16.6% |
| All | +316.8% | +360.6% | -43.7% | +50.8% |
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