-5.5%
M vs RY
+360.6%
-366.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -3.1% |
| 7D | -4.3% | -0.9% | -3.4% | -3.0% |
| 30D | +1.3% | +5.9% | -4.6% | -4.9% |
| 3M | -7.4% | -4.3% | -3.1% | -2.8% |
| 6M | +18.3% | +12.1% | +6.2% | +3.0% |
| YTD | +7.6% | +20.3% | -12.7% | -14.4% |
| 1Y | +17.4% | +41.0% | -23.6% | -22.7% |
| 3Y | +108.4% | +157.5% | -49.2% | -35.0% |
| 5Y | -10.6% | +123.2% | -133.8% | -66.3% |
| All | -5.5% | +360.6% | -366.1% | -82.1% |
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