-33.1%
BAX vs RY
+351.1%
-384.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.4% |
| 7D | +0.1% | +0.6% | -0.5% | -0.2% |
| 30D | +4.1% | +5.0% | -1.0% | +1.7% |
| 3M | -4.5% | -5.3% | +0.8% | -2.1% |
| 6M | +49.2% | +13.8% | +35.4% | +39.8% |
| YTD | +35.2% | +21.0% | +14.3% | +23.4% |
| 1Y | +38.3% | +40.5% | -2.2% | +17.7% |
| 3Y | -19.0% | +159.7% | -178.7% | -48.0% |
| 5Y | -64.2% | +124.3% | -188.5% | -75.7% |
| All | -33.1% | +351.1% | -384.2% | -63.2% |
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