+350.6%
RY vs BB
+28.9%
+321.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | +0.2% |
| 7D | -0.6% | +11.6% | -12.2% | -1.6% |
| 30D | +6.1% | +2.6% | +3.6% | +5.6% |
| 3M | -3.4% | +3.5% | -6.9% | -4.2% |
| 6M | +12.8% | +43.5% | -30.7% | +7.4% |
| YTD | +21.0% | +141.2% | -120.1% | +9.1% |
| 1Y | +40.5% | +97.4% | -56.9% | +28.9% |
| 3Y | +159.9% | +151.1% | +8.8% | +126.0% |
| 5Y | +125.0% | -12.8% | +137.8% | +110.8% |
| 10Y | +350.6% | +27.5% | +323.1% | +243.4% |
| All | +350.6% | +28.9% | +321.7% | +243.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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