+400.1%
META vs RY
+366.5%
+33.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -2.0% |
| 7D | -3.1% | -1.1% | -2.0% | -2.4% |
| 30D | -18.1% | +4.4% | -22.5% | -20.5% |
| 3M | +2.9% | -2.9% | +5.8% | +4.8% |
| 6M | +0.2% | +15.6% | -15.4% | -9.5% |
| YTD | -8.1% | +21.8% | -29.9% | -20.0% |
| 1Y | -4.5% | +42.6% | -47.1% | -25.3% |
| 3Y | +94.2% | +160.9% | -66.7% | -1.0% |
| 5Y | +79.1% | +126.1% | -47.0% | +1.3% |
| All | +400.1% | +366.5% | +33.6% | +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