+95.6%
F vs RY
+373.9%
-278.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +2.1% |
| 7D | +5.3% | +3.1% | +2.2% | +2.3% |
| 30D | +4.6% | -0.3% | +4.9% | +4.7% |
| 3M | -3.7% | +8.7% | -12.3% | -11.4% |
| 6M | +16.8% | +28.5% | -11.7% | -8.6% |
| YTD | +15.3% | +25.1% | -9.8% | -7.7% |
| 1Y | +31.0% | +46.3% | -15.3% | -9.9% |
| 3Y | +45.4% | +154.9% | -109.5% | -42.7% |
| 5Y | +54.7% | +140.3% | -85.6% | -35.0% |
| All | +95.6% | +373.9% | -278.4% | -53.0% |
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