+772.7%
GOOG vs RY
+372.5%
+400.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.0% | -1.4% |
| 7D | -1.6% | -0.5% | -1.0% | -1.2% |
| 30D | -7.7% | -1.9% | -5.8% | -6.6% |
| 3M | -9.3% | +5.1% | -14.4% | -12.3% |
| 6M | +7.4% | +28.2% | -20.7% | -8.1% |
| YTD | +4.9% | +22.9% | -18.0% | -8.1% |
| 1Y | +37.2% | +45.5% | -8.3% | +8.2% |
| 3Y | +141.6% | +156.7% | -15.1% | +30.6% |
| 5Y | +128.8% | +137.7% | -9.0% | +29.6% |
| 10Y | +772.7% | +375.5% | +397.2% | +240.1% |
| All | +772.7% | +372.5% | +400.2% | +240.1% |
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