+375.5%
RY vs BG
+160.3%
+215.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -0.5% | +0.5% | -1.0% | -0.7% |
| 30D | -1.9% | +10.3% | -12.2% | -4.4% |
| 3M | +5.1% | -1.9% | +7.0% | +5.2% |
| 6M | +28.2% | +5.2% | +22.9% | +25.4% |
| YTD | +22.9% | +41.2% | -18.3% | +11.0% |
| 1Y | +45.5% | +50.5% | -5.0% | +28.5% |
| 3Y | +156.7% | +19.9% | +136.8% | +137.8% |
| 5Y | +137.7% | +86.7% | +51.0% | +88.9% |
| 10Y | +375.5% | +167.5% | +208.0% | +204.0% |
| All | +375.5% | +160.3% | +215.2% | +204.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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