+302.2%
ROST vs RY
+371.6%
-69.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.1% |
| 7D | 0.0% | +2.7% | -2.7% | -1.9% |
| 30D | -10.2% | -1.0% | -9.2% | -9.6% |
| 3M | +1.0% | +7.6% | -6.6% | -4.6% |
| 6M | +8.7% | +29.5% | -20.7% | -10.3% |
| YTD | +27.8% | +24.2% | +3.6% | +8.4% |
| 1Y | +52.7% | +46.4% | +6.3% | +14.6% |
| 3Y | +97.5% | +159.4% | -61.9% | -6.1% |
| 5Y | +111.6% | +141.8% | -30.3% | +4.9% |
| 10Y | +302.2% | +373.9% | -71.7% | +28.6% |
| All | +302.2% | +371.6% | -69.5% | +28.6% |
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