-43.5%
QS vs RY
+248.4%
-291.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.9% |
| 7D | +2.2% | +2.7% | -0.5% | -1.1% |
| 30D | -8.1% | -1.0% | -7.1% | -7.2% |
| 3M | -27.0% | +7.6% | -34.7% | -33.2% |
| 6M | -16.4% | +29.5% | -45.9% | -38.1% |
| YTD | -46.4% | +24.2% | -70.5% | -58.1% |
| 1Y | -41.1% | +46.4% | -87.5% | -61.7% |
| 3Y | -18.6% | +159.4% | -178.0% | -72.1% |
| 5Y | -73.0% | +141.8% | -214.9% | -89.5% |
| All | -43.5% | +248.4% | -291.9% | -73.4% |
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