+358.7%
RY vs COO
+40.7%
+318.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | +0.8% |
| 7D | -0.2% | +4.3% | -4.5% | -1.4% |
| 30D | +7.1% | +17.6% | -10.5% | +2.2% |
| 3M | -2.7% | -13.9% | +11.2% | +0.9% |
| 6M | +13.8% | +6.6% | +7.2% | +10.2% |
| YTD | +22.1% | -22.0% | +44.1% | +29.6% |
| 1Y | +43.1% | -8.8% | +51.9% | +44.6% |
| 3Y | +163.6% | -21.5% | +185.1% | +169.8% |
| 5Y | +126.2% | -41.0% | +167.2% | +150.6% |
| 10Y | +358.7% | +40.9% | +317.8% | +304.7% |
| All | +358.7% | +40.7% | +318.0% | +304.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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