+360.5%
RCL vs RY
+355.6%
+4.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -2.1% |
| 7D | +0.6% | -3.0% | +3.6% | +4.6% |
| 30D | +19.4% | +6.3% | +13.2% | +10.4% |
| 3M | +9.8% | -2.6% | +12.4% | +13.3% |
| 6M | +28.6% | +13.9% | +14.7% | +7.1% |
| YTD | +22.2% | +21.7% | +0.5% | -6.7% |
| 1Y | +29.7% | +40.4% | -10.7% | -18.2% |
| 3Y | +265.3% | +161.3% | +104.0% | -3.8% |
| 5Y | +301.8% | +126.5% | +175.3% | +31.2% |
| 10Y | +360.5% | +354.3% | +6.1% | -21.8% |
| All | +360.5% | +355.6% | +4.8% | -21.8% |
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