+3,653.2%
FIX vs RY
+360.6%
+3,292.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.7% | +6.6% |
| 7D | -17.5% | -0.9% | -16.6% | -17.1% |
| 30D | -41.6% | +5.9% | -47.4% | -44.9% |
| 3M | -40.6% | -4.3% | -36.3% | -38.4% |
| 6M | -49.4% | +12.1% | -61.5% | -54.8% |
| YTD | +9.2% | +20.3% | -11.1% | -8.4% |
| 1Y | +6.5% | +41.0% | -34.6% | -22.7% |
| 3Y | +448.7% | +157.5% | +291.2% | +125.1% |
| 5Y | +948.7% | +123.2% | +825.5% | +384.2% |
| All | +3,653.2% | +360.6% | +3,292.6% | +759.2% |
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