+316.1%
RL vs RY
+373.9%
-57.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.6% |
| 7D | -0.8% | +3.1% | -3.9% | -3.5% |
| 30D | -7.8% | -0.3% | -7.4% | -7.7% |
| 3M | -4.0% | +8.7% | -12.7% | -11.0% |
| 6M | -1.9% | +28.5% | -30.4% | -21.1% |
| YTD | -0.2% | +25.1% | -25.3% | -18.0% |
| 1Y | +10.7% | +46.3% | -35.6% | -20.7% |
| 3Y | +210.8% | +154.9% | +55.8% | +35.6% |
| 5Y | +238.2% | +140.3% | +97.9% | +56.1% |
| All | +316.1% | +373.9% | -57.9% | +26.7% |
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