+262.6%
ROK vs RY
+354.4%
-91.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.0% | +5.1% |
| 7D | -11.0% | -0.6% | -10.4% | -10.3% |
| 30D | -8.2% | +6.1% | -14.3% | -12.5% |
| 3M | -8.5% | -3.4% | -5.1% | -5.7% |
| 6M | -12.0% | +12.8% | -24.7% | -20.7% |
| YTD | +3.1% | +21.0% | -17.9% | -12.5% |
| 1Y | +2.9% | +40.5% | -37.6% | -23.2% |
| 3Y | +60.7% | +159.9% | -99.2% | -31.0% |
| 5Y | +29.5% | +125.0% | -95.5% | -37.6% |
| 10Y | +262.6% | +350.6% | -87.9% | +8.7% |
| All | +262.6% | +354.4% | -91.7% | +8.7% |
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