+379.6%
META vs RY
+373.9%
+5.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.5% |
| 7D | +6.7% | +3.1% | +3.6% | +4.5% |
| 30D | +4.8% | -0.3% | +5.1% | +4.9% |
| 3M | -1.6% | +8.7% | -10.3% | -7.1% |
| 6M | -7.5% | +28.5% | -36.0% | -22.2% |
| YTD | -6.4% | +25.1% | -31.5% | -19.8% |
| 1Y | -17.3% | +46.3% | -63.6% | -36.3% |
| 3Y | +109.9% | +154.9% | -45.0% | +8.9% |
| 5Y | +65.4% | +140.3% | -74.9% | -10.0% |
| All | +379.6% | +373.9% | +5.7% | +76.9% |
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