+0.5%
M vs RY
+367.8%
-367.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.5% | +6.6% | +6.4% |
| 7D | +2.5% | -0.2% | +2.7% | +3.2% |
| 30D | +10.1% | +7.1% | +3.0% | +2.2% |
| 3M | -0.9% | -2.7% | +1.7% | +2.1% |
| 6M | +30.2% | +13.8% | +16.4% | +11.5% |
| YTD | +16.3% | +22.1% | -5.8% | -9.0% |
| 1Y | +27.0% | +43.1% | -16.1% | -17.7% |
| 3Y | +154.5% | +163.6% | -9.1% | -22.7% |
| 5Y | -1.1% | +126.2% | -127.3% | -63.2% |
| 10Y | +0.5% | +358.7% | -358.2% | -81.2% |
| All | +0.5% | +367.8% | -367.3% | -81.2% |
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