+263.2%
BAC vs RY
+360.6%
-97.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.6% |
| 7D | -1.2% | -0.9% | -0.3% | -0.2% |
| 30D | -7.7% | +5.9% | -13.5% | -12.9% |
| 3M | -21.2% | -4.3% | -16.9% | -17.7% |
| 6M | -6.8% | +12.1% | -19.0% | -17.7% |
| YTD | -8.7% | +20.3% | -29.0% | -25.1% |
| 1Y | -5.3% | +41.0% | -46.3% | -34.4% |
| 3Y | +87.4% | +157.5% | -70.1% | -33.7% |
| 5Y | +18.9% | +123.2% | -104.3% | -50.9% |
| All | +263.2% | +360.6% | -97.4% | -13.1% |
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