+641.7%
BE vs RY
+253.0%
+388.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.6% | +6.4% | +6.2% |
| 7D | -13.4% | -0.6% | -12.8% | -12.5% |
| 30D | -33.9% | +6.1% | -40.0% | -38.8% |
| 3M | -12.0% | -3.4% | -8.6% | -7.2% |
| 6M | -29.0% | +12.8% | -41.8% | -38.1% |
| YTD | +113.4% | +21.0% | +92.4% | +70.3% |
| 1Y | +33.2% | +40.5% | -7.3% | -11.6% |
| 3Y | +1,659.2% | +159.9% | +1,499.3% | +426.5% |
| 5Y | +461.4% | +125.0% | +336.4% | +108.0% |
| All | +641.7% | +253.0% | +388.7% | +39.9% |
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