+236.1%
EW vs RY
+354.4%
-118.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.5% |
| 7D | +9.3% | -0.6% | +9.9% | +9.6% |
| 30D | +22.1% | +6.1% | +15.9% | +18.1% |
| 3M | +13.0% | -3.4% | +16.4% | +14.9% |
| 6M | +30.1% | +12.8% | +17.3% | +20.8% |
| YTD | +22.0% | +21.0% | +1.0% | +8.6% |
| 1Y | +23.7% | +40.5% | -16.8% | +1.0% |
| 3Y | +62.0% | +159.9% | -97.9% | -9.9% |
| 5Y | -12.4% | +125.0% | -137.4% | -47.1% |
| 10Y | +236.1% | +350.6% | -114.5% | +35.4% |
| All | +236.1% | +354.4% | -118.3% | +35.4% |
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