+852.0%
MOD vs RY
+366.5%
+485.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.9% | -4.4% | -4.2% |
| 7D | -34.2% | -1.1% | -33.1% | -33.9% |
| 30D | -51.9% | +4.4% | -56.3% | -54.6% |
| 3M | -53.0% | -2.9% | -50.1% | -52.0% |
| 6M | -66.4% | +15.6% | -81.9% | -71.5% |
| YTD | -31.5% | +21.8% | -53.4% | -44.7% |
| 1Y | -39.6% | +42.6% | -82.1% | -58.6% |
| 3Y | +116.8% | +160.9% | -44.1% | -21.7% |
| 5Y | +713.8% | +126.1% | +587.7% | +240.8% |
| All | +852.0% | +366.5% | +485.5% | +91.0% |
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