+97.3%
ES vs RY
+351.1%
-253.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +2.7% | +0.6% | +2.1% | +2.4% |
| 30D | +7.6% | +5.0% | +2.6% | +5.2% |
| 3M | +0.5% | -5.3% | +5.8% | +2.7% |
| 6M | +7.6% | +13.8% | -6.2% | +1.2% |
| YTD | +10.2% | +21.0% | -10.7% | +0.6% |
| 1Y | +1.8% | +40.5% | -38.7% | -13.2% |
| 3Y | +55.4% | +159.7% | -104.3% | -0.4% |
| 5Y | +7.3% | +124.3% | -117.0% | -27.4% |
| All | +97.3% | +351.1% | -253.8% | -9.7% |
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