+535.7%
ON vs RY
+354.4%
+181.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.6% | +9.3% | +9.2% |
| 7D | -4.1% | -0.6% | -3.5% | -3.3% |
| 30D | -10.2% | +6.1% | -16.4% | -16.1% |
| 3M | -12.7% | -3.4% | -9.4% | -9.0% |
| 6M | -32.5% | +12.8% | -45.3% | -41.3% |
| YTD | +28.6% | +21.0% | +7.5% | +2.6% |
| 1Y | +43.4% | +40.5% | +2.9% | -4.1% |
| 3Y | +3.3% | +159.9% | -156.6% | -67.0% |
| 5Y | +22.5% | +125.0% | -102.5% | -53.1% |
| 10Y | +535.7% | +350.6% | +185.1% | +29.3% |
| All | +535.7% | +354.4% | +181.4% | +29.3% |
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