+267.9%
BN vs RY
+360.6%
-92.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | +0.4% |
| 7D | +5.3% | -0.9% | +6.2% | +6.5% |
| 30D | +11.9% | +5.9% | +6.0% | +5.4% |
| 3M | -5.7% | -4.3% | -1.5% | -1.4% |
| 6M | -10.6% | +12.1% | -22.7% | -21.3% |
| YTD | -9.4% | +20.3% | -29.6% | -25.9% |
| 1Y | -8.8% | +41.0% | -49.8% | -37.1% |
| 3Y | +95.6% | +157.5% | -61.9% | -28.8% |
| 5Y | +30.2% | +123.2% | -93.0% | -44.5% |
| All | +267.9% | +360.6% | -92.7% | -10.1% |
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