+374.0%
RY vs BR
+190.5%
+183.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -2.9% | -6.0% | +3.1% | -0.8% |
| 30D | -2.0% | -0.9% | -1.2% | -1.9% |
| 3M | +4.9% | +16.4% | -11.5% | -1.5% |
| 6M | +26.1% | -8.2% | +34.3% | +28.9% |
| YTD | +22.4% | -23.2% | +45.6% | +33.5% |
| 1Y | +44.7% | -30.9% | +75.7% | +64.6% |
| 3Y | +155.7% | -5.0% | +160.7% | +152.1% |
| 5Y | +137.7% | +8.8% | +128.9% | +116.9% |
| All | +374.0% | +190.5% | +183.5% | +199.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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