-54.2%
COMP vs RY
+167.2%
-221.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.9% | -5.3% | -3.9% |
| 7D | -1.8% | -1.1% | -0.7% | +0.3% |
| 30D | -0.8% | +4.4% | -5.2% | -6.6% |
| 3M | -28.1% | -2.9% | -25.2% | -24.6% |
| 6M | +27.0% | +15.6% | +11.4% | +3.5% |
| YTD | -12.8% | +21.8% | -34.6% | -33.8% |
| 1Y | +4.9% | +42.6% | -37.7% | -37.0% |
| 3Y | +321.0% | +160.9% | +160.1% | -9.6% |
| 5Y | -25.6% | +126.1% | -151.7% | -78.4% |
| All | -54.2% | +167.2% | -221.4% | -89.1% |
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