+581.1%
ON vs RY
+371.9%
+209.3%
-70.4%
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% | +1.8% |
| 7D | +2.4% | +3.1% | -0.7% | -1.2% |
| 30D | -3.3% | -0.3% | -3.0% | -3.0% |
| 3M | -43.6% | +8.7% | -52.2% | -48.7% |
| 6M | +19.0% | +28.5% | -9.6% | -11.1% |
| YTD | +37.4% | +25.1% | +12.2% | +5.3% |
| 1Y | +54.8% | +46.3% | +8.5% | -1.3% |
| 3Y | -25.2% | +154.9% | -180.1% | -75.6% |
| 5Y | +62.7% | +140.3% | -77.6% | -42.2% |
| All | +581.1% | +371.9% | +209.3% | +30.2% |
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