+235.5%
EW vs RY
+360.6%
-125.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +2.0% |
| 7D | +11.0% | -0.9% | +11.9% | +11.5% |
| 30D | +19.1% | +5.9% | +13.2% | +15.4% |
| 3M | +14.4% | -4.3% | +18.6% | +16.8% |
| 6M | +22.8% | +12.1% | +10.6% | +14.4% |
| YTD | +19.8% | +20.3% | -0.5% | +7.0% |
| 1Y | +23.9% | +41.0% | -17.1% | +0.9% |
| 3Y | +52.2% | +157.5% | -105.3% | -14.9% |
| 5Y | -13.9% | +123.2% | -137.1% | -47.8% |
| All | +235.5% | +360.6% | -125.1% | +37.0% |
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