+348.6%
RY vs BR
+277.7%
+70.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +0.6% | +1.1% | -0.5% | +0.2% |
| 30D | +5.0% | +14.4% | -9.3% | +0.1% |
| 3M | -5.3% | +12.4% | -17.7% | -9.4% |
| 6M | +13.8% | +35.4% | -21.6% | +0.9% |
| YTD | +21.0% | -12.2% | +33.1% | +25.7% |
| 1Y | +40.5% | -12.7% | +53.2% | +46.4% |
| 3Y | +159.7% | +14.3% | +145.4% | +138.6% |
| 5Y | +124.3% | +19.3% | +105.1% | +98.8% |
| All | +348.6% | +277.7% | +70.9% | +145.8% |
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