+172.1%
EXC vs RY
+360.6%
-188.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.3% |
| 7D | -1.2% | -0.9% | -0.3% | -0.8% |
| 30D | +10.0% | +5.9% | +4.1% | +6.8% |
| 3M | +1.6% | -4.3% | +5.9% | +3.7% |
| 6M | +3.3% | +12.1% | -8.9% | -3.2% |
| YTD | +7.6% | +20.3% | -12.7% | -3.4% |
| 1Y | +3.5% | +41.0% | -37.5% | -15.0% |
| 3Y | +27.7% | +157.5% | -129.9% | -27.5% |
| 5Y | +41.1% | +123.2% | -82.1% | -14.0% |
| All | +172.1% | +360.6% | -188.5% | -1.1% |
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