+346.5%
RF vs RY
+373.9%
-27.5%
-60.7%
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% | +0.7% |
| 7D | +1.3% | +3.1% | -1.8% | -2.1% |
| 30D | -3.6% | -0.3% | -3.3% | -3.4% |
| 3M | +8.1% | +8.7% | -0.6% | -2.0% |
| 6M | +11.5% | +28.5% | -17.1% | -16.6% |
| YTD | +15.6% | +25.1% | -9.5% | -11.0% |
| 1Y | +15.7% | +46.3% | -30.6% | -25.7% |
| 3Y | +86.9% | +154.9% | -68.0% | -38.5% |
| 5Y | +89.8% | +140.3% | -50.5% | -32.8% |
| All | +346.5% | +373.9% | -27.5% | -13.3% |
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