+213.6%
RF vs RY
+351.1%
-137.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.4% |
| 7D | +1.9% | +0.6% | +1.4% | +1.3% |
| 30D | +7.3% | +5.0% | +2.3% | +1.4% |
| 3M | -7.9% | -5.3% | -2.6% | -2.3% |
| 6M | +10.5% | +13.8% | -3.3% | -5.2% |
| YTD | +9.6% | +21.0% | -11.3% | -12.5% |
| 1Y | +20.3% | +40.5% | -20.2% | -19.2% |
| 3Y | +119.5% | +159.7% | -40.1% | -29.9% |
| 5Y | +48.2% | +124.3% | -76.1% | -43.3% |
| All | +213.6% | +351.1% | -137.5% | -27.9% |
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