+348.6%
RY vs COO
+41.1%
+307.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | +5.0% | +14.2% | -9.1% | +1.1% |
| 3M | -5.3% | -18.2% | +12.9% | -0.3% |
| 6M | +13.8% | +5.3% | +8.5% | +10.6% |
| YTD | +21.0% | -23.6% | +44.5% | +29.1% |
| 1Y | +40.5% | -12.7% | +53.2% | +43.8% |
| 3Y | +159.7% | -24.2% | +183.8% | +168.7% |
| 5Y | +124.3% | -40.0% | +164.3% | +146.9% |
| All | +348.6% | +41.1% | +307.5% | +283.8% |
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