+4,062.5%
DELL vs RY
+371.6%
+3,690.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +2.4% |
| 7D | +25.6% | +2.7% | +22.9% | +23.3% |
| 30D | +17.7% | -1.0% | +18.6% | +19.1% |
| 3M | +33.4% | +7.6% | +25.8% | +26.6% |
| 6M | +266.2% | +29.5% | +236.7% | +201.9% |
| YTD | +328.0% | +24.2% | +303.8% | +264.3% |
| 1Y | +339.6% | +46.4% | +293.2% | +230.3% |
| 3Y | +694.6% | +159.4% | +535.2% | +284.9% |
| 5Y | +1,122.0% | +141.8% | +980.1% | +524.0% |
| 10Y | +4,062.5% | +373.9% | +3,688.6% | +1,346.2% |
| All | +4,062.5% | +371.6% | +3,690.8% | +1,346.2% |
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