-35.6%
BAX vs RY
+354.4%
-389.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.1% |
| 7D | +3.6% | -0.6% | +4.2% | +4.0% |
| 30D | +8.5% | +6.1% | +2.4% | +5.5% |
| 3M | -4.9% | -3.4% | -1.5% | -3.4% |
| 6M | +47.0% | +12.8% | +34.2% | +38.3% |
| YTD | +38.4% | +21.0% | +17.4% | +26.3% |
| 1Y | +49.1% | +40.5% | +8.7% | +27.0% |
| 3Y | -14.9% | +159.9% | -174.8% | -45.3% |
| 5Y | -63.1% | +125.0% | -188.1% | -75.0% |
| 10Y | -35.6% | +350.6% | -386.2% | -64.6% |
| All | -35.6% | +354.4% | -389.9% | -64.6% |
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