+34.5%
D vs RY
+373.9%
-339.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | +0.4% | +3.1% | -2.7% | -1.0% |
| 30D | -3.6% | -0.3% | -3.2% | -3.5% |
| 3M | -1.0% | +8.7% | -9.7% | -5.0% |
| 6M | +6.3% | +28.5% | -22.3% | -5.8% |
| YTD | +14.7% | +25.1% | -10.4% | +2.8% |
| 1Y | +16.9% | +46.3% | -29.4% | -2.9% |
| 3Y | +56.8% | +154.9% | -98.1% | -1.1% |
| 5Y | +5.2% | +140.3% | -135.1% | -32.6% |
| All | +34.5% | +373.9% | -339.4% | -41.9% |
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