+217.6%
BAC vs RY
+351.1%
-133.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.2% |
| 7D | +3.2% | +0.6% | +2.7% | +2.6% |
| 30D | -0.7% | +5.0% | -5.8% | -5.6% |
| 3M | -20.0% | -5.3% | -14.7% | -15.5% |
| 6M | +3.4% | +13.8% | -10.4% | -10.0% |
| YTD | -5.7% | +21.0% | -26.7% | -23.1% |
| 1Y | -1.4% | +40.5% | -41.9% | -31.4% |
| 3Y | +97.9% | +159.7% | -61.7% | -30.5% |
| 5Y | +22.9% | +124.3% | -101.4% | -49.4% |
| All | +217.6% | +351.1% | -133.5% | -23.6% |
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