+5,892.0%
FIX vs RY
+373.9%
+5,518.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.6% |
| 7D | +6.0% | +3.1% | +2.9% | +2.9% |
| 30D | -7.2% | -0.3% | -6.9% | -7.0% |
| 3M | -15.9% | +8.7% | -24.5% | -22.1% |
| 6M | +12.7% | +28.5% | -15.8% | -10.5% |
| YTD | +72.8% | +25.1% | +47.7% | +40.5% |
| 1Y | +122.9% | +46.3% | +76.6% | +57.5% |
| 3Y | +774.3% | +154.9% | +619.4% | +265.1% |
| 5Y | +2,049.5% | +140.3% | +1,909.2% | +833.5% |
| All | +5,892.0% | +373.9% | +5,518.0% | +1,364.5% |
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