+79.8%
F vs RY
+360.6%
-280.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.5% |
| 7D | +1.6% | -0.9% | +2.4% | +2.4% |
| 30D | +2.6% | +5.9% | -3.2% | -2.8% |
| 3M | -8.8% | -4.3% | -4.5% | -5.3% |
| 6M | +4.6% | +12.1% | -7.5% | -6.9% |
| YTD | -1.9% | +20.3% | -22.2% | -18.6% |
| 1Y | -0.8% | +41.0% | -41.8% | -29.5% |
| 3Y | +43.5% | +157.5% | -114.1% | -44.3% |
| 5Y | -12.1% | +123.2% | -135.2% | -60.5% |
| All | +79.8% | +360.6% | -280.7% | -52.7% |
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