+654.4%
GOOG vs RY
+354.4%
+300.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | +2.4% | -0.6% | +3.0% | +2.8% |
| 30D | -18.1% | +6.1% | -24.2% | -21.2% |
| 3M | -19.9% | -3.4% | -16.5% | -18.4% |
| 6M | -28.2% | +12.8% | -40.9% | -33.7% |
| YTD | -9.0% | +21.0% | -30.0% | -19.7% |
| 1Y | -1.7% | +40.5% | -42.2% | -21.0% |
| 3Y | +114.5% | +159.9% | -45.3% | +14.9% |
| 5Y | +96.2% | +125.0% | -28.8% | +14.9% |
| 10Y | +654.4% | +350.6% | +303.8% | +206.7% |
| All | +654.4% | +354.4% | +300.0% | +206.7% |
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