+98.7%
INTC vs RY
+360.6%
-261.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.3% | +9.0% | +8.7% |
| 7D | -14.4% | -0.9% | -13.5% | -13.9% |
| 30D | -50.2% | +5.9% | -56.1% | -52.3% |
| 3M | -43.6% | -4.3% | -39.3% | -41.6% |
| 6M | -50.2% | +12.1% | -62.3% | -54.4% |
| YTD | +52.5% | +20.3% | +32.3% | +32.1% |
| 1Y | +51.1% | +41.0% | +10.1% | +15.5% |
| 3Y | +50.3% | +157.5% | -107.3% | -26.7% |
| 5Y | +19.2% | +123.2% | -104.0% | -35.7% |
| All | +98.7% | +360.6% | -261.8% | -25.8% |
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