+679.5%
BX vs RY
+371.6%
+307.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -0.8% |
| 7D | -2.0% | +2.7% | -4.7% | -4.6% |
| 30D | -2.3% | -1.0% | -1.3% | -1.6% |
| 3M | +18.5% | +7.6% | +10.9% | +9.6% |
| 6M | +23.7% | +29.5% | -5.7% | -4.8% |
| YTD | -10.4% | +24.2% | -34.5% | -28.1% |
| 1Y | -19.6% | +46.4% | -65.9% | -45.4% |
| 3Y | +30.8% | +159.4% | -128.6% | -50.1% |
| 5Y | +24.3% | +141.8% | -117.5% | -48.0% |
| 10Y | +679.5% | +373.9% | +305.6% | +85.2% |
| All | +679.5% | +371.6% | +307.8% | +85.2% |
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