+613.7%
GOOGL vs RY
+360.9%
+252.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.6% |
| 7D | +1.8% | -0.9% | +2.7% | +2.3% |
| 30D | -18.8% | +5.9% | -24.6% | -21.7% |
| 3M | -20.3% | -4.3% | -16.1% | -18.4% |
| 6M | -28.4% | +12.1% | -40.5% | -33.7% |
| YTD | -8.8% | +20.3% | -29.1% | -19.2% |
| 1Y | +0.3% | +41.0% | -40.7% | -19.6% |
| 3Y | +120.7% | +157.5% | -36.8% | +18.7% |
| 5Y | +93.1% | +123.2% | -30.0% | +13.6% |
| All | +613.7% | +360.9% | +252.9% | +194.8% |
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