+349.4%
RY vs BUD
-3.2%
+352.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | -0.5% | -1.6% | +1.0% | 0.0% |
| 30D | +4.7% | +6.7% | -1.9% | +2.4% |
| 3M | -4.5% | +5.9% | -10.4% | -6.6% |
| 6M | +12.5% | +5.1% | +7.5% | +10.0% |
| YTD | +21.1% | +32.9% | -11.7% | +8.8% |
| 1Y | +38.6% | +31.8% | +6.8% | +24.7% |
| 3Y | +160.2% | +47.4% | +112.8% | +121.1% |
| 5Y | +124.7% | +50.8% | +73.9% | +86.1% |
| All | +349.4% | -3.2% | +352.6% | +267.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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