+32.9%
DIS vs RY
+355.6%
-322.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | 0.0% |
| 7D | +0.6% | -3.0% | +3.6% | +2.8% |
| 30D | +10.3% | +6.3% | +4.0% | +5.5% |
| 3M | +15.6% | -2.6% | +18.2% | +17.4% |
| 6M | +15.1% | +13.9% | +1.2% | +3.8% |
| YTD | +6.0% | +21.7% | -15.7% | -9.2% |
| 1Y | +5.7% | +40.4% | -34.8% | -18.6% |
| 3Y | +39.8% | +161.3% | -121.5% | -34.0% |
| 5Y | -23.9% | +126.5% | -150.3% | -60.0% |
| 10Y | +32.9% | +354.3% | -321.4% | -53.9% |
| All | +32.9% | +355.6% | -322.7% | -53.9% |
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