+481.9%
NYT vs RY
+377.3%
+104.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.6% | -2.2% | +1.6% | +0.5% |
| 30D | +4.6% | -3.6% | +8.1% | +6.3% |
| 3M | -9.6% | +3.9% | -13.5% | -11.7% |
| 6M | -14.0% | +26.4% | -40.4% | -24.0% |
| YTD | -2.8% | +22.3% | -25.2% | -12.9% |
| 1Y | +15.6% | +43.7% | -28.1% | -4.8% |
| 3Y | +56.3% | +154.0% | -97.6% | -5.8% |
| 5Y | +39.5% | +137.6% | -98.1% | -13.5% |
| All | +481.9% | +377.3% | +104.7% | +155.3% |
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