+73.5%
BA vs RY
+373.9%
-300.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.6% |
| 7D | +1.2% | +3.1% | -2.0% | -2.1% |
| 30D | -11.6% | -0.3% | -11.3% | -11.5% |
| 3M | -2.4% | +8.7% | -11.0% | -10.9% |
| 6M | -6.6% | +28.5% | -35.2% | -28.9% |
| YTD | -2.2% | +25.1% | -27.4% | -23.7% |
| 1Y | -8.0% | +46.3% | -54.3% | -39.5% |
| 3Y | -5.0% | +154.9% | -159.9% | -67.4% |
| 5Y | -2.7% | +140.3% | -143.0% | -64.8% |
| All | +73.5% | +373.9% | -300.5% | -66.1% |
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