+236.2%
BBY vs RY
+377.5%
-141.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +0.7% | -2.9% | +3.6% | +3.1% |
| 30D | +5.8% | -2.0% | +7.8% | +7.5% |
| 3M | +18.0% | +4.9% | +13.1% | +12.9% |
| 6M | +39.8% | +26.1% | +13.7% | +14.2% |
| YTD | +35.4% | +22.4% | +13.0% | +12.9% |
| 1Y | +21.4% | +44.7% | -23.3% | -12.5% |
| 3Y | +39.5% | +155.7% | -116.1% | -38.3% |
| 5Y | -0.5% | +137.7% | -138.2% | -53.8% |
| All | +236.2% | +377.5% | -141.3% | -4.1% |
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