+99.9%
DD vs RY
+355.6%
-255.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.3% |
| 7D | +3.2% | -3.0% | +6.2% | +6.1% |
| 30D | +20.3% | +6.3% | +14.0% | +13.6% |
| 3M | +8.2% | -2.6% | +10.8% | +10.3% |
| 6M | +3.4% | +13.9% | -10.5% | -9.1% |
| YTD | +30.6% | +21.7% | +8.9% | +7.9% |
| 1Y | +30.6% | +40.4% | -9.8% | -5.7% |
| 3Y | +91.1% | +161.3% | -70.2% | -24.6% |
| 5Y | +68.6% | +126.5% | -57.9% | -23.7% |
| 10Y | +99.9% | +354.3% | -254.5% | -41.9% |
| All | +99.9% | +355.6% | -255.8% | -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