+36.3%
DIS vs RY
+354.4%
-318.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.7% |
| 7D | +4.4% | -0.6% | +5.0% | +4.9% |
| 30D | +10.3% | +6.1% | +4.2% | +5.6% |
| 3M | +15.5% | -3.4% | +18.9% | +18.1% |
| 6M | +11.2% | +12.8% | -1.6% | +1.0% |
| YTD | +5.6% | +21.0% | -15.4% | -9.2% |
| 1Y | +7.7% | +40.5% | -32.7% | -17.1% |
| 3Y | +39.3% | +159.9% | -120.6% | -34.0% |
| 5Y | -29.5% | +125.0% | -154.5% | -62.8% |
| 10Y | +36.3% | +350.6% | -314.3% | -52.1% |
| All | +36.3% | +354.4% | -318.1% | -52.1% |
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