-99.9%
BIYA vs RY
+86.2%
-186.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +9.0% | +0.6% | +8.4% | +8.8% |
| 30D | -12.9% | +5.0% | -18.0% | -14.2% |
| 3M | -54.7% | -5.3% | -49.4% | -52.3% |
| 6M | -85.1% | +13.8% | -98.9% | -85.9% |
| YTD | -96.9% | +21.0% | -117.8% | -97.2% |
| 1Y | -98.5% | +40.5% | -139.0% | -98.9% |
| All | -99.9% | +86.2% | -186.1% | -99.9% |
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