+41.6%
D vs RY
+360.6%
-319.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.9% |
| 7D | +3.0% | -0.9% | +3.9% | +3.4% |
| 30D | +11.5% | +5.9% | +5.6% | +8.6% |
| 3M | +3.7% | -4.3% | +8.0% | +5.7% |
| 6M | +13.5% | +12.1% | +1.4% | +7.3% |
| YTD | +20.7% | +20.3% | +0.5% | +10.1% |
| 1Y | +18.2% | +41.0% | -22.8% | -0.1% |
| 3Y | +73.3% | +157.5% | -84.2% | +8.7% |
| 5Y | +12.3% | +123.2% | -110.9% | -25.5% |
| All | +41.6% | +360.6% | -319.0% | -37.3% |
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