+346.0%
RL vs RY
+355.6%
-9.6%
-55.1%
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% | -1.9% |
| 7D | -4.4% | -3.0% | -1.4% | -1.7% |
| 30D | +5.6% | +6.3% | -0.7% | +0.4% |
| 3M | -0.6% | -2.6% | +1.9% | +1.6% |
| 6M | +15.5% | +13.9% | +1.5% | +2.9% |
| YTD | +12.3% | +21.7% | -9.4% | -5.5% |
| 1Y | +19.3% | +40.4% | -21.1% | -11.4% |
| 3Y | +255.5% | +161.3% | +94.2% | +51.7% |
| 5Y | +247.1% | +126.5% | +120.6% | +68.4% |
| 10Y | +346.0% | +354.3% | -8.3% | +33.5% |
| All | +346.0% | +355.6% | -9.6% | +33.5% |
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