+31.8%
BA vs RY
+360.6%
-328.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.9% |
| 7D | +1.1% | -0.9% | +2.0% | +2.0% |
| 30D | -7.9% | +5.9% | -13.8% | -13.5% |
| 3M | -25.3% | -4.3% | -21.1% | -22.2% |
| 6M | -24.6% | +12.1% | -36.7% | -33.8% |
| YTD | -20.1% | +20.3% | -40.4% | -35.3% |
| 1Y | -11.8% | +41.0% | -52.8% | -39.9% |
| 3Y | -10.1% | +157.5% | -167.7% | -69.6% |
| 5Y | -22.7% | +123.2% | -145.9% | -69.6% |
| All | +31.8% | +360.6% | -328.8% | -71.9% |
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