-1.2%
M vs RY
+373.9%
-375.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +3.4% |
| 7D | +4.7% | +3.1% | +1.6% | +1.0% |
| 30D | -9.6% | -0.3% | -9.3% | -9.6% |
| 3M | +0.9% | +8.7% | -7.8% | -9.0% |
| 6M | +22.3% | +28.5% | -6.3% | -9.4% |
| YTD | +6.5% | +25.1% | -18.6% | -19.0% |
| 1Y | +38.8% | +46.3% | -7.5% | -12.3% |
| 3Y | +115.9% | +154.9% | -39.0% | -31.4% |
| 5Y | +28.6% | +140.3% | -111.7% | -55.3% |
| All | -1.2% | +373.9% | -375.2% | -81.8% |
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