-36.8%
BAX vs RY
+360.6%
-397.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.2% |
| 7D | +12.1% | -0.9% | +13.0% | +12.7% |
| 30D | +7.6% | +5.9% | +1.7% | +4.7% |
| 3M | -4.5% | -4.3% | -0.2% | -2.6% |
| 6M | +52.0% | +12.1% | +39.9% | +43.5% |
| YTD | +35.1% | +20.3% | +14.9% | +23.6% |
| 1Y | +43.7% | +41.0% | +2.7% | +22.1% |
| 3Y | -20.9% | +157.5% | -178.5% | -49.0% |
| 5Y | -63.5% | +123.2% | -186.7% | -75.2% |
| All | -36.8% | +360.6% | -397.4% | -65.5% |
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