+3,459.3%
FIX vs RY
+366.5%
+3,092.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.9% | -8.7% | -8.9% |
| 7D | -27.2% | -1.1% | -26.1% | -26.7% |
| 30D | -46.9% | +4.4% | -51.3% | -49.2% |
| 3M | -44.4% | -2.9% | -41.5% | -43.1% |
| 6M | -50.9% | +15.6% | -66.5% | -57.4% |
| YTD | +3.5% | +21.8% | -18.3% | -14.1% |
| 1Y | -2.1% | +42.6% | -44.7% | -29.6% |
| 3Y | +418.7% | +160.9% | +257.8% | +110.4% |
| 5Y | +894.6% | +126.1% | +768.5% | +354.1% |
| All | +3,459.3% | +366.5% | +3,092.8% | +705.7% |
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