+371.6%
ALL vs RY
+351.1%
+20.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.5% |
| 7D | +5.0% | +0.6% | +4.5% | +4.6% |
| 30D | +13.3% | +5.0% | +8.3% | +9.9% |
| 3M | +3.2% | -5.3% | +8.5% | +6.5% |
| 6M | +25.3% | +13.8% | +11.5% | +14.6% |
| YTD | +30.5% | +21.0% | +9.5% | +14.1% |
| 1Y | +29.2% | +40.5% | -11.3% | +2.2% |
| 3Y | +119.1% | +159.7% | -40.5% | +12.2% |
| 5Y | +162.6% | +124.3% | +38.3% | +47.7% |
| All | +371.6% | +351.1% | +20.5% | +88.0% |
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