+278.0%
RTX vs RY
+373.9%
-96.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.2% |
| 7D | -5.2% | +3.1% | -8.3% | -7.3% |
| 30D | -9.4% | -0.3% | -9.1% | -9.3% |
| 3M | +12.3% | +8.7% | +3.6% | +5.1% |
| 6M | -3.1% | +28.5% | -31.7% | -20.1% |
| YTD | +10.7% | +25.1% | -14.4% | -7.1% |
| 1Y | +28.4% | +46.3% | -17.9% | -4.3% |
| 3Y | +147.1% | +154.9% | -7.9% | +15.1% |
| 5Y | +167.2% | +140.3% | +27.0% | +27.8% |
| All | +278.0% | +373.9% | -96.0% | +7.3% |
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