+649.0%
P vs RY
+351.8%
+297.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.7% |
| 7D | +17.8% | -0.5% | +18.4% | +18.4% |
| 30D | -29.9% | +4.7% | -34.6% | -32.3% |
| 3M | -1.2% | -4.5% | +3.3% | +2.9% |
| 6M | +32.1% | +12.5% | +19.6% | +20.4% |
| YTD | +64.3% | +21.1% | +43.2% | +41.5% |
| 1Y | +24.3% | +38.6% | -14.4% | -4.1% |
| 3Y | +203.2% | +160.2% | +43.1% | +41.8% |
| 5Y | +290.4% | +124.7% | +165.7% | +102.7% |
| All | +649.0% | +351.8% | +297.1% | +158.6% |
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