+216.9%
B vs RY
+351.8%
-134.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | -6.2% | -0.5% | -5.6% | -6.0% |
| 30D | -6.6% | +4.7% | -11.4% | -8.1% |
| 3M | -7.9% | -4.5% | -3.4% | -6.3% |
| 6M | -16.8% | +12.5% | -29.3% | -20.2% |
| YTD | -11.7% | +21.1% | -32.8% | -17.4% |
| 1Y | +3.5% | +38.6% | -35.2% | -7.4% |
| 3Y | +165.7% | +160.2% | +5.6% | +96.2% |
| 5Y | +108.4% | +124.7% | -16.3% | +58.6% |
| All | +216.9% | +351.8% | -134.9% | +105.0% |
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