+625.7%
BX vs RY
+351.8%
+273.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.4% |
| 7D | -1.1% | -0.5% | -0.5% | -0.5% |
| 30D | +8.8% | +4.7% | +4.1% | +4.1% |
| 3M | -18.3% | -4.5% | -13.8% | -14.5% |
| 6M | -1.5% | +12.5% | -14.1% | -12.6% |
| YTD | -19.9% | +21.1% | -41.1% | -34.1% |
| 1Y | -14.5% | +38.6% | -53.1% | -38.7% |
| 3Y | +32.3% | +160.2% | -127.9% | -49.6% |
| 5Y | -1.1% | +124.7% | -125.8% | -55.7% |
| All | +625.7% | +351.8% | +273.9% | +86.7% |
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