+237.7%
BAC vs RY
+354.4%
-116.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +1.9% |
| 7D | +2.1% | -0.6% | +2.6% | +2.7% |
| 30D | -6.7% | +6.1% | -12.8% | -12.3% |
| 3M | -20.2% | -3.4% | -16.9% | -17.6% |
| 6M | -0.2% | +12.8% | -13.0% | -12.3% |
| YTD | -6.4% | +21.0% | -27.4% | -23.7% |
| 1Y | -3.1% | +40.5% | -43.6% | -32.6% |
| 3Y | +96.7% | +159.9% | -63.1% | -31.0% |
| 5Y | +21.3% | +125.0% | -103.7% | -50.3% |
| 10Y | +237.7% | +350.6% | -112.9% | -19.4% |
| All | +237.7% | +354.4% | -116.6% | -19.4% |
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