+57.0%
OMC vs RY
+354.4%
-297.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.2% | +2.4% |
| 7D | +6.8% | -0.6% | +7.4% | +7.3% |
| 30D | +16.2% | +6.1% | +10.0% | +11.5% |
| 3M | +6.0% | -3.4% | +9.4% | +8.2% |
| 6M | +17.7% | +12.8% | +4.9% | +7.6% |
| YTD | +13.5% | +21.0% | -7.6% | -1.8% |
| 1Y | +27.2% | +40.5% | -13.3% | -1.2% |
| 3Y | +30.4% | +159.9% | -129.5% | -36.4% |
| 5Y | +53.5% | +125.0% | -71.5% | -17.4% |
| 10Y | +57.0% | +350.6% | -293.6% | -46.7% |
| All | +57.0% | +354.4% | -297.4% | -46.7% |
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