+226.8%
LOW vs RY
+371.6%
-144.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.3% |
| 7D | +0.4% | +2.7% | -2.3% | -1.5% |
| 30D | -10.1% | -1.0% | -9.1% | -9.6% |
| 3M | -2.9% | +7.6% | -10.5% | -8.2% |
| 6M | -19.4% | +29.5% | -48.9% | -33.2% |
| YTD | -15.4% | +24.2% | -39.6% | -28.0% |
| 1Y | -24.9% | +46.4% | -71.3% | -43.3% |
| 3Y | -7.8% | +159.4% | -167.2% | -55.1% |
| 5Y | +8.4% | +141.8% | -133.5% | -45.2% |
| 10Y | +226.8% | +373.9% | -147.1% | +5.4% |
| All | +226.8% | +371.6% | -144.8% | +5.4% |
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