+251.7%
BAC vs RY
+367.8%
-116.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +0.7% |
| 7D | +2.0% | -0.2% | +2.2% | +2.2% |
| 30D | -6.9% | +7.1% | -14.0% | -13.3% |
| 3M | -19.6% | -2.7% | -16.9% | -17.5% |
| 6M | -0.5% | +13.8% | -14.2% | -13.3% |
| YTD | -6.6% | +22.1% | -28.7% | -24.6% |
| 1Y | -3.0% | +43.1% | -46.0% | -33.8% |
| 3Y | +97.3% | +163.6% | -66.3% | -31.9% |
| 5Y | +21.9% | +126.2% | -104.4% | -50.4% |
| 10Y | +251.7% | +358.7% | -107.1% | -17.7% |
| All | +251.7% | +367.8% | -116.1% | -17.7% |
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