+184.4%
ROP vs RY
+351.1%
-166.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +0.7% | +0.6% | +0.1% | +0.4% |
| 30D | +28.8% | +5.0% | +23.7% | +25.2% |
| 3M | +21.1% | -5.3% | +26.4% | +24.5% |
| 6M | +52.5% | +13.8% | +38.7% | +39.9% |
| YTD | +8.9% | +21.0% | -12.1% | -4.2% |
| 1Y | +8.2% | +40.5% | -32.3% | -13.3% |
| 3Y | -5.2% | +159.7% | -164.8% | -49.4% |
| 5Y | +1.7% | +124.3% | -122.6% | -41.1% |
| All | +184.4% | +351.1% | -166.7% | +8.4% |
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