+82.9%
ES vs RY
+360.6%
-277.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.3% |
| 7D | +1.9% | -0.9% | +2.8% | +2.2% |
| 30D | +7.1% | +5.9% | +1.2% | +4.3% |
| 3M | -1.9% | -4.3% | +2.3% | -0.2% |
| 6M | +4.4% | +12.1% | -7.8% | -1.2% |
| YTD | +7.3% | +20.3% | -12.9% | -1.8% |
| 1Y | +2.1% | +41.0% | -38.9% | -13.1% |
| 3Y | +41.8% | +157.5% | -115.7% | -8.7% |
| 5Y | +1.4% | +123.2% | -121.7% | -31.2% |
| All | +82.9% | +360.6% | -277.6% | -17.0% |
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