+284.5%
ADP vs RY
+373.9%
-89.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.7% |
| 7D | -3.4% | +3.1% | -6.5% | -5.2% |
| 30D | +2.8% | -0.3% | +3.1% | +2.8% |
| 3M | +20.9% | +8.7% | +12.3% | +14.2% |
| 6M | +29.9% | +28.5% | +1.3% | +9.8% |
| YTD | +9.6% | +25.1% | -15.5% | -5.8% |
| 1Y | -5.3% | +46.3% | -51.6% | -26.6% |
| 3Y | +16.5% | +154.9% | -138.5% | -38.9% |
| 5Y | +49.4% | +140.3% | -90.9% | -19.6% |
| All | +284.5% | +373.9% | -89.5% | +33.8% |
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