+452.4%
ON vs RY
+360.6%
+91.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +2.0% |
| 7D | -11.7% | -0.9% | -10.8% | -10.7% |
| 30D | -23.3% | +5.9% | -29.1% | -28.1% |
| 3M | -19.2% | -4.3% | -14.9% | -14.9% |
| 6M | -40.1% | +12.1% | -52.3% | -47.6% |
| YTD | +16.9% | +20.3% | -3.3% | -6.0% |
| 1Y | +29.7% | +41.0% | -11.3% | -13.6% |
| 3Y | -4.4% | +157.5% | -161.9% | -69.1% |
| 5Y | +7.1% | +123.2% | -116.1% | -58.6% |
| All | +452.4% | +360.6% | +91.9% | +16.5% |
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