+285.2%
BRO vs RY
+377.3%
-92.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -7.3% | -2.2% | -5.1% | -6.2% |
| 30D | -6.9% | -3.6% | -3.3% | -5.2% |
| 3M | +10.7% | +3.9% | +6.7% | +7.9% |
| 6M | -2.7% | +26.4% | -29.1% | -14.8% |
| YTD | -16.3% | +22.3% | -38.7% | -25.7% |
| 1Y | -29.1% | +43.7% | -72.8% | -42.6% |
| 3Y | -7.8% | +154.0% | -161.8% | -47.5% |
| 5Y | +18.7% | +137.6% | -118.8% | -30.2% |
| All | +285.2% | +377.3% | -92.1% | +49.1% |
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