+404.3%
META vs RY
+360.6%
+43.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.7% |
| 7D | -0.8% | -0.9% | +0.1% | -0.2% |
| 30D | -15.4% | +5.9% | -21.3% | -18.7% |
| 3M | +3.5% | -4.3% | +7.8% | +6.4% |
| 6M | -0.3% | +12.1% | -12.4% | -8.0% |
| YTD | -7.3% | +20.3% | -27.6% | -18.6% |
| 1Y | -1.1% | +41.0% | -42.1% | -22.0% |
| 3Y | +95.1% | +157.5% | -62.5% | +0.3% |
| 5Y | +80.6% | +123.2% | -42.6% | +3.0% |
| All | +404.3% | +360.6% | +43.7% | +84.3% |
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