+345.6%
RCL vs RY
+371.9%
-26.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.8% |
| 7D | -5.1% | +3.1% | -8.2% | -8.9% |
| 30D | -19.0% | -0.3% | -18.7% | -18.9% |
| 3M | -9.6% | +8.7% | -18.2% | -19.6% |
| 6M | -6.7% | +28.5% | -35.2% | -33.3% |
| YTD | -3.9% | +25.1% | -29.0% | -29.1% |
| 1Y | -25.1% | +46.3% | -71.4% | -55.1% |
| 3Y | +179.1% | +154.9% | +24.2% | -23.2% |
| 5Y | +243.3% | +140.3% | +103.0% | +3.6% |
| All | +345.6% | +371.9% | -26.3% | -24.9% |
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