+1,239.0%
D vs RY
+11,573.6%
-10,334.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +1.5% | +3.1% | -1.7% | +0.6% |
| 30D | -2.6% | -0.3% | -2.3% | -2.5% |
| 3M | 0.0% | +8.7% | -8.7% | -2.5% |
| 6M | +7.4% | +28.5% | -21.2% | -0.3% |
| YTD | +15.9% | +25.1% | -9.2% | +8.4% |
| 1Y | +18.1% | +46.3% | -28.2% | +5.6% |
| 3Y | +58.4% | +154.9% | -96.6% | +20.5% |
| 5Y | +5.2% | +140.3% | -135.1% | -19.0% |
| 10Y | +35.9% | +377.0% | -341.2% | -13.8% |
| All | +1,239.0% | +11,573.6% | -10,334.6% | +419.7% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling