+273.8%
RF vs RY
+366.5%
-92.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.7% | +1.1% |
| 7D | -1.6% | -1.1% | -0.5% | -0.5% |
| 30D | +5.0% | +4.4% | +0.6% | -0.2% |
| 3M | -10.0% | -2.9% | -7.0% | -7.2% |
| 6M | +3.3% | +15.6% | -12.2% | -12.9% |
| YTD | +7.9% | +21.8% | -13.9% | -14.6% |
| 1Y | +21.2% | +42.6% | -21.3% | -20.0% |
| 3Y | +105.8% | +160.9% | -55.1% | -34.7% |
| 5Y | +43.7% | +126.1% | -82.3% | -45.6% |
| All | +273.8% | +366.5% | -92.7% | -16.2% |
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