+271.2%
EW vs RY
+351.1%
-79.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.4% |
| 7D | +4.9% | +0.6% | +4.3% | +4.6% |
| 30D | +23.9% | +5.0% | +18.9% | +20.6% |
| 3M | +15.8% | -5.3% | +21.1% | +19.1% |
| 6M | +31.7% | +13.8% | +17.8% | +21.6% |
| YTD | +25.7% | +21.0% | +4.7% | +11.9% |
| 1Y | +24.4% | +40.5% | -16.1% | +1.6% |
| 3Y | +65.9% | +159.7% | -93.8% | -7.7% |
| 5Y | -7.6% | +124.3% | -132.0% | -44.2% |
| All | +271.2% | +351.1% | -79.9% | +49.4% |
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