+30.5%
JD vs RY
+360.6%
-330.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.5% |
| 7D | +13.4% | -0.9% | +14.3% | +13.9% |
| 30D | +7.7% | +5.9% | +1.8% | +3.4% |
| 3M | -11.3% | -4.3% | -7.0% | -9.2% |
| 6M | -5.1% | +12.1% | -17.3% | -13.5% |
| YTD | +5.0% | +20.3% | -15.2% | -8.9% |
| 1Y | -5.6% | +41.0% | -46.6% | -27.0% |
| 3Y | +17.8% | +157.5% | -139.8% | -41.6% |
| 5Y | -57.2% | +123.2% | -180.4% | -76.4% |
| All | +30.5% | +360.6% | -330.1% | -40.7% |
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